We read every piece of feedback, and take your input very seriously.
To see all available qualifiers, see our documentation.
There was an error while loading. Please reload this page.
1 parent dba3d58 commit f6164e6Copy full SHA for f6164e6
vnpy/app/portfolio_strategy/backtesting.py
@@ -42,7 +42,7 @@ def __init__(self):
42
self.priceticks: Dict[str, float] = 0
43
44
self.capital: float = 1_000_000
45
- self.risk_free: float = 0.02
+ self.risk_free: float = 0
46
47
self.strategy: StrategyTemplate = None
48
self.bars: Dict[str, BarData] = {}
@@ -520,7 +520,8 @@ def new_bars(self, dt: datetime) -> None:
520
self.cross_limit_order()
521
self.strategy.on_bars(bars)
522
523
- self.update_daily_close(self.bars, dt)
+ if self.strategy.inited:
524
+ self.update_daily_close(self.bars, dt)
525
526
def cross_limit_order(self) -> None:
527
"""
0 commit comments