修复之前更新误删的代码
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@ -563,6 +563,11 @@ class BacktestingEngine(object):
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capitalList = [] # 盈亏汇总的时间序列
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drawdownList = [] # 回撤的时间序列
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winningResult = 0 # 盈利次数
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losingResult = 0 # 亏损次数
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totalWinning = 0 # 总盈利金额
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totalLosing = 0 # 总亏损金额
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for result in resultList:
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capital += result.pnl
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maxCapital = max(capital, maxCapital)
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