Merge pull request #316 from mhxueshan/dev

解决回测时设置结束时间后缺失最后一天数据的Bug
2017-04-27 09:48:45 +08:00 · 2017-04-27 09:48:45 +08:00 · ba61e2366b
commit ba61e2366b
parent e3598be7e0 ac69987cef
1 changed files with 1 additions and 1 deletions
--- a/vn.trader/ctaStrategy/ctaBacktesting.py
+++ b/vn.trader/ctaStrategy/ctaBacktesting.py
@ -103,7 +103,7 @@ class BacktestingEngine(object):
        if endDate:
            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
-            self.dataEndDate.replace(hour=23, minute=59)    
+            self.dataEndDate = self.dataEndDate.replace(hour=23, minute=59)
        
    #----------------------------------------------------------------------
    def setBacktestingMode(self, mode):