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修复之前更新误删的代码

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chenxy123 2016-07-31 21:41:35 +08:00
parent c2a1a8be0c
commit 5f7cc9b707
1 changed files with 5 additions and 0 deletions
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vn.trader/ctaAlgo/ctaBacktesting.py
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@ -563,6 +563,11 @@ class BacktestingEngine(object):
capitalList = [] # 盈亏汇总的时间序列 capitalList = [] # 盈亏汇总的时间序列
drawdownList = [] # 回撤的时间序列 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: for result in resultList:
capital += result.pnl capital += result.pnl
maxCapital = max(capital, maxCapital) maxCapital = max(capital, maxCapital)