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2015-10-25 21:26:37 +08:00 · 2015-10-25 21:26:37 +08:00 · a6066b05f4
commit a6066b05f4
parent cbf320dc39
1 changed files with 2 additions and 2 deletions
--- a/vn.strategy/strategydemo/backtestingEngine.py
+++ b/vn.strategy/strategydemo/backtestingEngine.py
@ -417,12 +417,12 @@ class BacktestingEngine(object):
        self.writeLog(u'开始回测,{0}'.format(str(t1 )))

        # 每次获取日期周期
-        intervalDays = 90
+        intervalDays = 30

        for i in range (0,(self.endDate - self.startDate).days +1, intervalDays):
            d1 = self.startDate + timedelta(days = i )

-            if (self.endDate - d1).days > 10:
+            if (self.endDate - d1).days > intervalDays:
                d2 = self.startDate + timedelta(days = i + intervalDays -1 )
            else:
                d2 = self.endDate