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The integration of a portfolio tool, namely pyfolio, came up with in Ticket #108. A first look at the tutorial deemed it as difficult, given the tight 阅读全文
posted @ 2020-09-10 16:51
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Note As of (at least) 2017-07-25 the pyfolio APIs have changed and create_full_tear_sheet no longer has a gross_lev as a named argument. Consequently 阅读全文
posted @ 2020-09-10 16:47
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Analyzers 分析仪 Be it backtesting or trading, being able to analyze the performance of the trading system is key to understanding if not only profit has 阅读全文
posted @ 2020-09-10 16:03
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