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摘要： backtesting cannot guarantee real market conditions. No matter how good the market simulation is, under real market conditions slippage can happen. Th 阅读全文

摘要： Trade Definition of a trade: A Trade is open when the a position in a instrument goes from 0 to a size X which may positive/negative for long/short po 阅读全文

摘要： Position on an asset is usually checked from within a Strategy with: 资产情况通常通过以下方式从策略内部进行检查： position (a property) or getposition(data=None, broker=Non 阅读全文

摘要： Reference class backtrader.brokers.BackBroker() class backtrader.BackBroker() 上面两个一个对象 Broker Simulator 经纪人【券商】 模拟器 The simulation supports different 阅读全文

摘要： Orders 订单 Cerebro is the key control system in backtrader and Strategy (a subclass) is the key control point of the end user. The latter needs a chain 阅读全文

摘要： Order Management and Execution 订单管理与执行 Backtesting, and hence backtrader, would not be complete if orders could not be simulated. To do so, the follow 阅读全文

摘要： 官方链接:https://www.backtrader.com/blog/posts/2015-08-12-observers-and-statistics/observers-and-statistics/ Strateties running inside the backtrader do m 阅读全文

摘要： AnnualReturn 年利润 class backtrader.analyzers.AnnualReturn() This analyzer calculates the AnnualReturns by looking at the beginning and end of the year 阅读全文

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

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