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## 环境
* 操作系统: 如Windows 10
* Anaconda版本: vnstudio v2.0.6
* vn.py版本: vnstudio v2.0.6
## Issue类型
Question
## 预期程序行为
回测成功
## 实际程序行为
回测不成功,显示“成交记录为空,无法计算”
## 重现步骤
1. 完整代码如下:
```python…
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I have been recently thinking on how to incorporate risk adjusted returns, like sharpe ratio, as a way to form a richer and more complex reward function.
The idea is to find the optimal policy for hi…
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> Also ich hab mal ein bisschen gesucht. In PP wird die tägliche Volatitlität berechnet (richtig?). I.d.R. wird in der "Finanzwelt" die Volatitlität aber annularisiert angegeben. D.h folgendes (ich zi…
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As I am reading your impressive paper 'Applications of GPLVM in Finance', I got to have some questions. It would be mostly due to my lack of knowledge on this topic that hinders understanding your pap…
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Hi;
I didn't want to catch you by surprise, but I have been analyzing your estimator via the `sharpeRratio` package. I think it is worth filing an issue for the apparent bias in the case when the s…
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#### Expected Behavior
Be able to access runtime statistics (e.g. win rate, sharpe ratio, etc) with the algorithm.
#### Actual Behavior
Algorithm statistics are calculated at the result handlers…
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I would like to experiment with strategies that issue multiple buy advices, each only buying for a part of the current balance (eg. in percent). Perhaps a nice implementation would be like this: `this…
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### Versions and Environment
Vuetify: 0.16.9
Vue: 2.4.4
Browsers: Chrome 67.0.3396.99
OS: macOS High Seria
### Steps to reproduce
I have a object `portfoliosData` in a Vuex store. This …
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Current submission
Asset Returns Calculation 15/15
Calculate Variances of Returns 15/15
Eigen Portfolio Weights …
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```
Hello world post.
```
Hey everyone ,
little coding background here, I have managed to run japonicus **(0.91)** successfully with a few of my own strategies, which work fine with gekko CLI …