[Add] 测试脚本

Author: vnpy

pyproject.toml

@@ -21,9 +21,7 @@ classifiers = [
 ]
 requires-python = ">=3.10"
 dependencies = [
-    "vnpy>=4.0.0",
-    "pandas",
-    "plotly",
+    "vnpy>=4.0.0"
 ]
 keywords = ["quant", "quantitative", "investment", "trading", "algotrading"]
 

script/run.py

@@ -0,0 +1,26 @@
+from vnpy.event import EventEngine
+from vnpy.trader.engine import MainEngine
+from vnpy.trader.ui import MainWindow, create_qapp
+
+from vnpy_ctp import CtpGateway
+from vnpy_portfoliostrategy import PortfolioStrategyApp
+
+
+def main() -> None:
+    """Start Trader"""
+    qapp = create_qapp()
+
+    event_engine = EventEngine()
+    main_engine = MainEngine(event_engine)
+
+    main_engine.add_gateway(CtpGateway)
+    main_engine.add_app(PortfolioStrategyApp)
+
+    main_window = MainWindow(main_engine, event_engine)
+    main_window.showMaximized()
+
+    qapp.exec()
+
+
+if __name__ == "__main__":
+    main()

vnpy_portfoliostrategy/backtesting.py

@@ -351,7 +351,7 @@ def calculate_statistics(self, df: DataFrame = None, output: bool = True) -> dic
             max_drawdown_end = df["drawdown"].idxmin()
 
             if isinstance(max_drawdown_end, date):
-                max_drawdown_start = df["balance"][:max_drawdown_end].idxmax()
+                max_drawdown_start = df["balance"][:max_drawdown_end].idxmax()          # type: ignore
                 max_drawdown_duration = (max_drawdown_end - max_drawdown_start).days
             else:
                 max_drawdown_duration = 0