mhallsmoore / qstrader

QuantStart.com - QSTrader backtesting simulation engine.
https://www.quantstart.com/qstrader/
MIT License
2.93k stars 855 forks source link

Could qstrader add a benchmark plot, sharpe ratio, MaxDrawdown? #140

Closed easytrader closed 8 years ago

easytrader commented 8 years ago

multi_rsi

Thank you.

ryankennedyio commented 8 years ago

@easytrader this and a few more neat things are available in the Tearsheet statistics class.

https://github.com/mhallsmoore/qstrader/blob/master/qstrader/statistics/tearsheet.py

Looks a little something like; screen shot 2016-09-25 at 10 22 22 am

mhallsmoore commented 8 years ago

Thanks for commenting @ryankennedyio . I'll close this unless there are any other specific features you think might be useful, @easytrader?