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[Fix]修复参数优化的bug

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This commit is contained in:
vn.py 2018-10-02 13:55:47 +08:00
parent 0d4b12cfd7
commit 932e5e2773
1 changed files with 9 additions and 9 deletions
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18
vnpy/trader/app/ctaStrategy/ctaBacktesting.py
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@ -913,13 +913,13 @@ class BacktestingEngine(object):
self.output('setting: %s' %str(setting))
self.initStrategy(strategyClass, setting)
self.runBacktesting()
df = self.calculateDailyResult()
df, d = self.calculateDailyStatistics(df)
self.calculateDailyResult()
d, result = self.calculateDailyStatistics()
try:
targetValue = d[targetName]
targetValue = result[targetName]
except KeyError:
targetValue = 0
resultList.append(([str(setting)], targetValue, d))
resultList.append(([str(setting)], targetValue, result))
# 显示结果
resultList.sort(reverse=True, key=lambda result:result[1])
@ -1387,11 +1387,11 @@ def optimize(strategyClass, setting, targetName,
engine.initStrategy(strategyClass, setting)
engine.runBacktesting()
df = engine.calculateDailyResult()
df, d = engine.calculateDailyStatistics(df)
self.calculateDailyResult()
d, result = self.calculateDailyStatistics()
try:
targetValue = d[targetName]
targetValue = result[targetName]
except KeyError:
targetValue = 0
return (str(setting), targetValue, d)
targetValue = 0
return (str(setting), targetValue, result)