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修复回测设置结束日期后没有最后一天数据的bug

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XueShan 2017-04-26 18:00:25 +08:00
parent e3598be7e0
commit ac69987cef
1 changed files with 1 additions and 1 deletions
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vn.trader/ctaStrategy/ctaBacktesting.py
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@ -103,7 +103,7 @@ class BacktestingEngine(object):
if endDate: if endDate:
self.dataEndDate= datetime.strptime(endDate, '%Y%m%d') self.dataEndDate= datetime.strptime(endDate, '%Y%m%d')
# 若不修改时间则会导致不包含dataEndDate当天数据 # 若不修改时间则会导致不包含dataEndDate当天数据
self.dataEndDate.replace(hour=23, minute=59) self.dataEndDate = self.dataEndDate.replace(hour=23, minute=59)
#---------------------------------------------------------------------- #----------------------------------------------------------------------
def setBacktestingMode(self, mode): def setBacktestingMode(self, mode):