[Fix]close #1632
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@ -226,6 +226,8 @@ class BacktestingEngine:
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# Use the first [days] of history data for initializing strategy
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day_count = 0
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ix = 0
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for ix, data in enumerate(self.history_data):
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if self.datetime and data.datetime.day != self.datetime.day:
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day_count += 1
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