Merge branches 'develop' and 'master' of https://github.com/ricequant…

…/rqalpha
ricequant · Mar 31, 2017 · 21f4404 · 21f4404
2 parents 59225e1 + 878b29f
commit 21f4404
Showing 1 changed file with 2 additions and 0 deletions.
diff --git a/rqalpha/model/bar.py b/rqalpha/model/bar.py
@@ -293,6 +293,7 @@ def mavg(self, intervals, frequency='1d'):
 
         # copy form history
         env = Environment.get_instance()
+        dt = env.calendar_dt
 
         if (env.config.base.frequency == '1m' and frequency == '1d') or ExecutionContext.phase == EXECUTION_PHASE.BEFORE_TRADING:
             # 在分钟回测获取日线数据, 应该推前一天
@@ -308,6 +309,7 @@ def vwap(self, intervals, frequency='1d'):
 
         # copy form history
         env = Environment.get_instance()
+        dt = env.calendar_dt
 
         if (env.config.base.frequency == '1m' and frequency == '1d') or ExecutionContext.phase == EXECUTION_PHASE.BEFORE_TRADING:
             # 在分钟回测获取日线数据, 应该推前一天