protected (Int32 Status, decimal Result, String Msg) GetBacktesting(int countDay, Symbol symbol, DateTime dateTime)
public override void OnData(Slice slice) { //获取000001.XSHE股票的5日回撤 var result= GetBacktesting(5,"000001.XSHE",Time); var status = result.Status;//状态 var rate = result.Rate;//回撤值 var msg = result.Msg;//返回消息 }
#最大回撤(不含当天) results=Method.GetBacktesting(100,"000001.XSHE",datetime.strptime("2023-01-09", "%Y-%m-%d"))