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[Fix]close #1632

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vn.py 2019-04-26 09:33:25 +08:00
parent e0ea44e286
commit 8d2e83067b
1 changed files with 2 additions and 0 deletions
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vnpy/app/cta_strategy/backtesting.py
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@ -226,6 +226,8 @@ class BacktestingEngine:
# Use the first [days] of history data for initializing strategy # Use the first [days] of history data for initializing strategy
day_count = 0 day_count = 0
ix = 0
for ix, data in enumerate(self.history_data): for ix, data in enumerate(self.history_data):
if self.datetime and data.datetime.day != self.datetime.day: if self.datetime and data.datetime.day != self.datetime.day:
day_count += 1 day_count += 1