如题,单个合约的测试没有问题,但用github中提供的组合回测,将所有合约输出的结果DF加起来,就会报这个错误。但看代码和但合约的回测时一模一样的。而且BacktestingEngine中显然是有annual_days的。
File "C:\vnstudio\lib\site-packages\vnpy_ctastrategy\backtesting.py", line 396, in calculate_statistics
annual_return = total_return / total_days * self.annual_days
AttributeError: 'BacktestingEngine' object has no attribute 'annual_days'