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Update backtesting.py
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vnpy/app/portfolio_strategy/backtesting.py

Lines changed: 3 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -42,7 +42,7 @@ def __init__(self):
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self.priceticks: Dict[str, float] = 0
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self.capital: float = 1_000_000
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self.risk_free: float = 0.02
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self.risk_free: float = 0
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self.strategy: StrategyTemplate = None
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self.bars: Dict[str, BarData] = {}
@@ -520,7 +520,8 @@ def new_bars(self, dt: datetime) -> None:
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self.cross_limit_order()
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self.strategy.on_bars(bars)
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self.update_daily_close(self.bars, dt)
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if self.strategy.inited:
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self.update_daily_close(self.bars, dt)
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def cross_limit_order(self) -> None:
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"""

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