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1152805037@qq.com
Apr 15, 2018
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pyalgotrade_gls

基于pyalgotrade回测框架,对其流程进行源码分析,特别是技术指标和统计分析模块, 对其原有的收益率、夏普率、最大回撤等统计分析进行了整合, 基于其原理扩展了transaction(交易详情)模块,和transposition(每日持仓)模块, 基于pyalgotrade添加了一下案例, SMA策略 MACD策略, DMA策略 牛熊线策略 支持向量机 后续还将增加新的策略,其他信息请访问 http://www.ganlanshu.xin

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pyalgotrade量化

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