Exemple #1
0
        /// <summary>
        /// 参数名	类型	说明        
        /**
            start_time	string	回放行情开始时间,格式:yyyy-mm-dd HH:MM:SS
            end_time	string	回放行情结束时间,格式:yyyy-mm-dd HH:MM:SS
            initial_cash	double	回测初始资金,默认1000000
            transaction_ratio	double	委托量成交比率,默认1,按委托量全部成交
            commission_ratio	double	手续费率,默认0,无手续费
            slippage_ratio	double	滑点比率,默认0,无滑点
            price_type	int	复权方式,0-不复权,1-前复权 **/
        /// </summary>
        /// <param name="strategy"></param>
        /// <param name="start_time"></param>
        /// <param name="end_time"></param>
        /// <param name="initial_cash"></param>
        public static void setStrategyBackTestInit(Strategy strategy, string start_time,
               string end_time,
               double initial_cash 
         )
        {
            if (initial_cash == 0)
            {
                initial_cash = DEFAULT_INITIAL_CASH;
            }

            strategy.BacktestConfig(start_time, end_time, initial_cash, 1, 0, 0, 1);            
        }