simplearb use backtest version

yupengzhi · Apr 9, 2020 · a2493c9 · a2493c9
1 parent fc7e4f4
commit a2493c9
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Showing 5 changed files with 741 additions and 15 deletions.
diff --git a/src/backtest/strategy.cpp b/src/backtest/strategy.cpp
@@ -270,7 +270,7 @@ void Strategy::ForceFlat() {
       Close();
     }
   }
-  CalParams();
+  // CalParams();
 }
 
 bool Strategy::Close(bool force_flat) {
@@ -348,7 +348,7 @@ void Strategy::CloseLogic() {
 
   if (HitMean()) {
     if (Close()) {
-      CalParams();
+      // CalParams();
     }
     return;
   }
@@ -582,6 +582,7 @@ void Strategy::DoOperationAfterFilled(Order* o, const ExchangeInfo& info) {
     std::string a = o->tbd;
     if (a.find("close") != string::npos) {
       close_round++;
+      CalParams();
     }
     std::string oc = (position_map[hedge_ticker] == 0 ? "open" : "close");
     Order* order = NewOrder(hedge_ticker, (o->side == OrderSide::Buy) ? OrderSide::Sell : OrderSide::Buy, info.trade_size, false, false, "", no_close_today);