02 2018 档案

摘要:jupyter notebook of backtest examples using amipy amipy examples: http://nbviewer.jupyter.org/github/Quantmatic/amipy/tree/master/examples/ 阅读全文
posted @ 2018-02-14 15:05 duanqs 阅读(301) 评论(0) 推荐(0)
摘要:用matplotlib绘制每次交易的盈亏三角形 结果: 代码: def plot_trade_triangle(self): plot each trade as a trade triangle, and annotate pnl trade = self.trade equity = self. 阅读全文
posted @ 2018-02-04 22:20 duanqs 阅读(325) 评论(0) 推荐(0)