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[Fix] bug in optimization with inverse mode

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This commit is contained in:
vn.py 2019-10-27 09:42:14 +08:00
parent f74af8bce1
commit 6fc466aaf3
1 changed files with 6 additions and 2 deletions
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8
vnpy/app/cta_strategy/backtesting.py
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@ -547,7 +547,8 @@ class BacktestingEngine:
self.pricetick, self.pricetick,
self.capital, self.capital,
self.end, self.end,
self.mode self.mode,
self.inverse
))) )))
results.append(result) results.append(result)
@ -607,6 +608,7 @@ class BacktestingEngine:
global ga_capital global ga_capital
global ga_end global ga_end
global ga_mode global ga_mode
global ga_inverse
ga_target_name = target_name ga_target_name = target_name
ga_strategy_class = self.strategy_class ga_strategy_class = self.strategy_class
@ -621,6 +623,7 @@ class BacktestingEngine:
ga_capital = self.capital ga_capital = self.capital
ga_end = self.end ga_end = self.end
ga_mode = self.mode ga_mode = self.mode
ga_inverse = self.inverse
# Set up genetic algorithem # Set up genetic algorithem
toolbox = base.Toolbox() toolbox = base.Toolbox()
@ -1212,7 +1215,8 @@ def _ga_optimize(parameter_values: tuple):
ga_pricetick, ga_pricetick,
ga_capital, ga_capital,
ga_end, ga_end,
ga_mode ga_mode,
ga_inverse
) )
return (result[1],) return (result[1],)