lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-22 14:55:16 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

backtest: correct final asset calculation

Browse Source
This commit is contained in:
Raphanus Lo 2022-07-13 17:20:48 +08:00
parent b9729b0c4f
commit 36bdacf3a3
1 changed files with 1 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
pkg/backtest/report.go
View File

@ -86,7 +86,7 @@ func (r *SessionSymbolReport) InitialEquityValue() fixedpoint.Value {
} }
func (r *SessionSymbolReport) FinalEquityValue() fixedpoint.Value { func (r *SessionSymbolReport) FinalEquityValue() fixedpoint.Value {
return InQuoteAsset(r.FinalBalances, r.Market, r.StartPrice) return InQuoteAsset(r.FinalBalances, r.Market, r.LastPrice)
} }
func (r *SessionSymbolReport) Print(wantBaseAssetBaseline bool) { func (r *SessionSymbolReport) Print(wantBaseAssetBaseline bool) {