senset/vnpy
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Update ctaBacktesting.py

Browse Source
This commit is contained in:
nanoric 2018-09-17 23:16:24 -03:00 committed by GitHub
parent 2c266f1309
commit c1c9d93c8f
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
1 changed files with 3 additions and 2 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

5
vnpy/trader/app/ctaStrategy/ctaBacktesting.py
View File

@ -949,7 +949,8 @@ class BacktestingEngine(object):
# 显示结果 # 显示结果
resultList = [res.get() for res in l] resultList = [res.get() for res in l]
return resultList.sort(reverse=True, key=lambda result:result[1]) resultList.sort(reverse=True, key=lambda result:result[1])
return resultList
def outputOptimizeResult(self, resultList): def outputOptimizeResult(self, resultList):
self.output('-' * 30) self.output('-' * 30)
@ -1376,4 +1377,4 @@ def optimize(strategyClass, setting, targetName,
except KeyError: except KeyError:
targetValue = 0 targetValue = 0
return (str(setting), targetValue, d) return (str(setting), targetValue, d)