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SEL引擎的绩效分析->累计净值数据为空 #94

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RickyLoveFreedom opened this issue Feb 17, 2023 · 1 comment
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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

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@RickyLoveFreedom
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RickyLoveFreedom commented Feb 17, 2023 •
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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
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这个应该已经解决了，请使用最新dev测试

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@RickyLoveFreedom @wondertrader