백테스트 수정중

This commit is contained in:
2026-03-07 13:16:01 +09:00
parent ea355eb60c
commit 7c9b596098
13 changed files with 908 additions and 303 deletions

View File

@@ -334,7 +334,7 @@ class BacktestEngine:
avg_lose=0.0,
max_win=0.0,
max_lose=0.0,
equity_curve=[],
equity_curve=self.equity_curve,
trades=[],
final_positions=[]
)
@@ -445,7 +445,8 @@ class BacktestEngine:
prev_portfolio_value = config.initial_capital
for current_date in all_dates:
current_date_obj = datetime.strptime(current_date, "%Y%m%d").date()
fmt = "%Y%m%d" if len(current_date) == 8 else "%Y-%m-%d"
current_date_obj = datetime.strptime(current_date, fmt).date()
# 각 종목별 신호 생성 및 주문 실행
current_prices = {}