From 5f7cc9b70747ad2c00e5b5cbd4bf3e28b2aec4e8 Mon Sep 17 00:00:00 2001
From: chenxy123 <xiaoyou.chen@hotmail.com>
Date: Sun, 31 Jul 2016 21:41:35 +0800
Subject: [PATCH] =?UTF-8?q?=E4=BF=AE=E5=A4=8D=E4=B9=8B=E5=89=8D=E6=9B=B4?=
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---
 vn.trader/ctaAlgo/ctaBacktesting.py | 5 +++++
 1 file changed, 5 insertions(+)

diff --git a/vn.trader/ctaAlgo/ctaBacktesting.py b/vn.trader/ctaAlgo/ctaBacktesting.py
index fd9fe736..e51b74e0 100644
--- a/vn.trader/ctaAlgo/ctaBacktesting.py
+++ b/vn.trader/ctaAlgo/ctaBacktesting.py
@@ -563,6 +563,11 @@ class BacktestingEngine(object):
         capitalList = []        # 盈亏汇总的时间序列
         drawdownList = []       # 回撤的时间序列
         
+        winningResult = 0       # 盈利次数
+        losingResult = 0        # 亏损次数		
+        totalWinning = 0        # 总盈利金额		
+        totalLosing = 0         # 总亏损金额        
+        
         for result in resultList:
             capital += result.pnl
             maxCapital = max(capital, maxCapital)