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2020年9月18日
Backtrader中文笔记之Position(持仓情况)
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
posted @ 2020-09-18 11:47 就是想学习 阅读(4336) 评论(0) 推荐(0)
Backtrader中文笔记之Broker(券商，经纪人)
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
posted @ 2020-09-18 11:23 就是想学习 阅读(2718) 评论(0) 推荐(1)
2020年9月14日
Backtrader中文笔记之Orders
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
posted @ 2020-09-14 23:33 就是想学习 阅读(1596) 评论(0) 推荐(0)
Backtrader中文笔记之Order Management and Execution ---几种价格限制交易的详细解释
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
posted @ 2020-09-14 21:31 就是想学习 阅读(1815) 评论(0) 推荐(0)
2020年9月13日
Backtrader中文笔记之Observers and Statistics
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
posted @ 2020-09-13 23:36 就是想学习 阅读(1514) 评论(0) 推荐(0)
Backtrader中文笔记之Analyzers Reference
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
posted @ 2020-09-13 15:21 就是想学习 阅读(1343) 评论(0) 推荐(0)
2020年9月10日
Backtrader中文笔记之Pyfolio Integration（待看）
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)
Backtrader中文笔记之PyFolio Overview
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)
Backtrader中文笔记之Analyzers(二次修复)
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)
2020年9月9日
Backtrader中文笔记之Tick Data and Resampling
摘要： 参考链接:https://www.backtrader.com/blog/posts/2015-09-25-tickdata-resample/resample-tickdata/ backtrader could already do resampling up from minute data. 阅读全文
posted @ 2020-09-09 16:09 就是想学习 阅读(1744) 评论(0) 推荐(0)
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