修改套利回测的计算bug,增加每日净值的结果导出。(暂不支持结算价的净值记过计算)
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@ -155,7 +155,6 @@ class BacktestingEngine(object):
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return self.capital, self.avaliable, self.percent, self.percentLimit
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#----------------------------------------------------------------------
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def setStartDate(self, startDate='20100416', initDays=10):
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"""设置回测的启动日期"""
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@ -1388,12 +1387,14 @@ class BacktestingEngine(object):
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"""
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self.strategy = strategyClass(self, setting)
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self.strategy.name = self.strategy.className
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self.strategy.onInit()
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self.strategy.onStart()
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#----------------------------------------------------------------------
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def sendOrder(self, vtSymbol, orderType, price, volume, strategy):
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"""发单"""
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self.writeCtaLog(u'{0},{1},{2}@{3}'.format(vtSymbol,orderType,price,volume))
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self.writeCtaLog(u'{0},{1},{2}@{3}'.format(vtSymbol, orderType, price, volume))
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self.limitOrderCount += 1
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orderID = str(self.limitOrderCount)
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@ -1458,8 +1459,6 @@ class BacktestingEngine(object):
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order.cancelTime = str(self.dt)
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del self.workingLimitOrderDict[vtOrderID]
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#----------------------------------------------------------------------
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def sendStopOrder(self, vtSymbol, orderType, price, volume, strategy):
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"""发停止单(本地实现)"""
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