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修复清算空头平仓交易时，交易结果方向错误的问题

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chenxy123 2016-07-31 22:28:50 +08:00
parent c363438b9d
commit 377beb9d82
1 changed files with 1 additions and 1 deletions
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vn.trader/ctaAlgo/ctaBacktesting.py
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@ -517,7 +517,7 @@ class BacktestingEngine(object):
closedVolume = min(exitTrade.volume, entryTrade.volume) closedVolume = min(exitTrade.volume, entryTrade.volume)
result = TradingResult(entryTrade.price, entryTrade.dt, result = TradingResult(entryTrade.price, entryTrade.dt,
exitTrade.price, exitTrade.dt, exitTrade.price, exitTrade.dt,
-closedVolume, self.rate, self.slippage, self.size) closedVolume, self.rate, self.slippage, self.size)
resultList.append(result) resultList.append(result)
# 计算未清算部分 # 计算未清算部分