diff --git a/MarketDataLib/Generator/CMMomentum/CMBacktest.cs b/MarketDataLib/Generator/CMMomentum/CMBacktest.cs index efb874d..a1d0413 100644 --- a/MarketDataLib/Generator/CMMomentum/CMBacktest.cs +++ b/MarketDataLib/Generator/CMMomentum/CMBacktest.cs @@ -334,8 +334,9 @@ namespace MarketData.Generator.CMMomentum CMSessionParams sessionParams = null; Cycle = 0; + if (Utility.IsEpoch(AnalysisDate)) AnalysisDate = dateGenerator.GetPrevBusinessDay(Today()); + else AnalysisDate = dateGenerator.GetPrevBusinessDay(AnalysisDate); if (AnalysisDate.Date > Today().Date) return backTestResult; - if (Utility.IsEpoch(AnalysisDate)) AnalysisDate = Today(); TradeDate = dateGenerator.GetCurrentMonthEnd(StartDate); if (TradeDate > AnalysisDate) { diff --git a/MarketDataLib/Generator/Momentum/Backtest.cs b/MarketDataLib/Generator/Momentum/Backtest.cs index 938e1a1..7907d73 100644 --- a/MarketDataLib/Generator/Momentum/Backtest.cs +++ b/MarketDataLib/Generator/Momentum/Backtest.cs @@ -336,7 +336,7 @@ namespace MarketData.Generator.Momentum Cycle=0; if(AnalysisDate.Date>Today().Date)return backTestResult; - if(Utility.IsEpoch(AnalysisDate))AnalysisDate=Today(); + if(Utility.IsEpoch(AnalysisDate))AnalysisDate=dateGenerator.GetPrevBusinessDay(Today()); TradeDate=dateGenerator.GetCurrentMonthEnd(StartDate); if(TradeDate>AnalysisDate) {