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Merge pull request #687 from JaysonAlbert/dev

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增加回测结果返回的数据
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vn.py 2018-01-16 13:35:18 +08:00 committed by GitHub
commit 7e62a7cf2f
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vnpy/trader/app/ctaStrategy/ctaBacktesting.py
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@ -779,6 +779,7 @@ class BacktestingEngine(object):
d['profitLossRatio'] = profitLossRatio d['profitLossRatio'] = profitLossRatio
d['posList'] = posList d['posList'] = posList
d['tradeTimeList'] = tradeTimeList d['tradeTimeList'] = tradeTimeList
d['resultList'] = resultList
return d return d