quantOS-org / JAQS

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这个回测是不是因为没有复权数据的问题 #13

Closed royburns closed 6 years ago

royburns commented 6 years ago

这个回测是不是因为没有复权数据的问题有解决方法吗

props = {

"symbol": "rb1710.SHF",

# "symbol": "002050.SZ",
"symbol": "002027.SZ",
'benchmark': '000300.SH',
"start_date": 20170101,
"end_date": 20171130,
"buffersize": 7,
"k1": 0.2,
"k2": 0.2,
"bar_type": "1M",
"init_balance": 3e4,
"commission_rate": 0.0

}

deephbz commented 6 years ago

是的，已经解决，增加了事件驱动框架的除权除息。请更新测试