增加回测用的jupyter notebook，修改strategy下的策略载入使用绝对路径

2017-05-09 06:35:00 +08:00 · 2017-05-09 06:35:00 +08:00 · 415573642b
commit 415573642b
parent 38caf8bf62
3 changed files with 357 additions and 1 deletions
--- a/vnpy/trader/ctaStrategy/strategy/.ipynb_checkpoints/backtesting-checkpoint.ipynb
+++ b/vnpy/trader/ctaStrategy/strategy/.ipynb_checkpoints/backtesting-checkpoint.ipynb
--- a/vnpy/trader/ctaStrategy/strategy/init.py
+++ b/vnpy/trader/ctaStrategy/strategy/init.py
@ -20,7 +20,7 @@ for root, subdirs, files in os.walk(path):
        # 只有文件名中包含strategy且非.pyc的文件，才是策略文件
        if 'strategy' in name and '.pyc' not in name:
            # 模块名称需要上前缀
-            moduleName = 'ctaStrategy.strategy.' + name.replace('.py', '')
+            moduleName = 'vnpy.trader.ctaStrategy.strategy.' + name.replace('.py', '')
            
            # 使用importlib动态载入模块
            try:
--- a/vnpy/trader/ctaStrategy/strategy/backtesting.ipynb
+++ b/vnpy/trader/ctaStrategy/strategy/backtesting.ipynb