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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
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