quantOS-org / JAQS

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analyze 生成的报告中关于最大回撤的起止时间反了 #15

Closed slashqiang closed 6 years ago

slashqiang commented 6 years ago

试了几次都是反的,如下:

Strategy Risk Metrics

Term Value
Beta nan
Maximum Drawdown (%) 33.09
Maximum Drawdown start 20160215
Maximum Drawdown end 20150422
PKUJohnson commented 6 years ago

这个在最新的版本已经修正,请下载master分支的最新版本,谢谢!