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https://github.com/vnpy/vnpy_ctastrategy/blob/1125ae953b6721f45ecfd7c212f91abddcaaa6c6/vnpy_ctastrategy/backtesting.py#L343C68-L343C74
_balance = df["balance"].copy() if _balance.iloc[0] < self.capital: _balance.iloc[0] = self.capital df["highlevel"] = _balance.rolling(min_periods=1, window=len(df), center=False).max()
The text was updated successfully, but these errors were encountered:
目前回测结果分析中,daily_df没有包含回测开始的初始资金情况,这块后续在4.0版本中可能做出整体调整
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https://github.com/vnpy/vnpy_ctastrategy/blob/1125ae953b6721f45ecfd7c212f91abddcaaa6c6/vnpy_ctastrategy/backtesting.py#L343C68-L343C74
The text was updated successfully, but these errors were encountered: