修复清算空头平仓交易时，交易结果方向错误的问题

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