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Bug: position_ratio大于1时仓位分配异常，出现总仓位大于指定仓位的情况导致收益高估 #23

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opened 2024-06-12 01:35:50 +08:00 by binz · 1 comment
binz commented 2024-06-12 01:35:50 +08:00
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binz commented 2024-06-12 14:38:42 +08:00
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主要是计算下一时刻仓位时没有考虑融资情况

主要是计算下一时刻仓位时没有考虑融资情况
binz closed this issue 2024-06-12 14:39:38 +08:00
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Reference: binz/spread_backtest#23
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