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fasiondog / hikyuu

Hikyuu Quant Framework 基于C++/Python的极速开源量化交易研究框架，同时可基于策略部件进行资产重用，快速累积策略资产。
http://hikyuu.org/
Apache License 2.0
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增加 sys.performance 绘制系统性能，增加sharp比率最大回撤等简化的绩效显示 #185

Closed fasiondog closed 8 months ago

fasiondog commented 8 months ago

（注：仅支持 matplotlib 绘图）

my_tm = crtTM(init_cash = 300000)
my_sg = SG_Flex(EMA(CLOSE(), n=5), slow_n=10)
my_mm = MM_FixedPercent(1.0)
sys = SYS_Simple(tm = my_tm, sg = my_sg, mm = my_mm)
sys.run(sm['sz000001'], Query(-1550))
sys.performance()

output