/Users/fourdirections_vincenttang/opt/miniconda3/lib/python3.7/site-packages/vnpy/app/cta_strategy/backtesting.py:472: RuntimeWarning: divide by zero encountered in double_scalars
return_drawdown_ratio = -total_return / max_ddpercent
/Users/fourdirections_vincenttang/opt/miniconda3/lib/python3.7/site-packages/vnpy/app/cta_strategy/backtesting.py:472: RuntimeWarning: divide by zero encountered in double_scalars
return_drawdown_ratio = -total_return / max_ddpercent
最大回撤为0。。。。是策略没有做过一笔交易嘛?
明白,是只做了一笔盈利的交易,谢谢解答