mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-10 08:50:20 +08:00
BUG: Update market_open value for performance when updating market_close.
This commit is contained in:
@@ -384,7 +384,7 @@ class PerformanceTracker(object):
|
||||
self.day_count += 1.0
|
||||
# move the market day markers forward
|
||||
if self.market_close < trading.environment.last_trading_day:
|
||||
_, self.market_close = \
|
||||
self.market_open, self.market_close = \
|
||||
trading.environment.next_open_and_close(self.market_open)
|
||||
else:
|
||||
self.market_close = self.sim_params.last_close
|
||||
|
||||
Reference in New Issue
Block a user