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quantOS-org / JAQS

http://www.quantos.org/jaqs/
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最大回撤期bug，运行出的结果如下 #12

Closed gglive closed 6 years ago

gglive commented 6 years ago
Term Value
Beta 0.943
Maximum Drawdown (%) 1.413
Maximum Drawdown start 20171218
Maximum Drawdown end 20171206
deephbz commented 6 years ago

BUG确认，已修复，见commit