quantOS-org / JAQS

http://www.quantos.org/jaqs/
Other
619 stars 343 forks source link

Holding PNL 计算错误 #30

Open AiYong opened 6 years ago

AiYong commented 6 years ago

交易日大于1天,Holding PNL 计算错误,原因应该是Trade数据加载之后顺序出错了

AiYong commented 6 years ago

最大回撤计算错误。 回测天数为1,crash, 没有回撤,crash