Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

SEL引擎的绩效分析->累计净值数据为空 #94

Closed
RickyLoveFreedom opened this issue Feb 17, 2023 · 1 comment
Closed

SEL引擎的绩效分析->累计净值数据为空 #94

RickyLoveFreedom opened this issue Feb 17, 2023 · 1 comment

Comments

@RickyLoveFreedom
Copy link

RickyLoveFreedom commented Feb 17, 2023

用wtpy测试sel_fut_bt示例时发现,sel引擎的累计净值一直为1,
image

而cta策略是可以获取到累计净值数据的。粗略跟踪了下CtaStraBaseCtx.cpp代码,发现是回测生成的funds.csv文件数据全部为0,
image
继续跟踪代码,发现读取资金数据 策略名.json的文件时,获取不到 fund的数据导致的,r如下图所示。
image
至于fund数据是怎么来的,c++水平有限就看不太懂了

@wondertrader
Copy link
Owner

这个应该已经解决了,请使用最新dev测试

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

2 participants