摘要: 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 就是想学习 阅读(394) 评论(0) 推荐(0)
摘要: 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 就是想学习 阅读(2785) 评论(0) 推荐(0)
摘要: 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 就是想学习 阅读(1297) 评论(0) 推荐(0)