binz
0 Followers · 0 Following
  • Joined on 2024-05-22
Repositories
1
 Projects Packages Public Activity Starred Repositories
binz created branch 0.0.2 in binz/spread_backtest 2024-06-13 19:17:15 +08:00
binz pushed to main at binz/spread_backtest 2024-06-13 19:16:56 +08:00
43763db2dd Update: readme Ver 0.0.2
binz closed issue binz/spread_backtest#23 2024-06-12 14:39:38 +08:00
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
binz pushed to main at binz/spread_backtest 2024-06-12 14:39:28 +08:00
11becd1d2a Bug: 修复position_ratio大于1时权重重新分配时的计算问题 (#23)
binz commented on issue binz/spread_backtest#23 2024-06-12 14:38:42 +08:00
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

主要是计算下一时刻仓位时没有考虑融资情况

binz opened issue binz/spread_backtest#23 2024-06-12 01:35:50 +08:00
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
binz pushed to main at binz/spread_backtest 2024-06-12 01:35:19 +08:00
158316aebc Bug: 修复position_ratio > 1时仓位计算函数缺失untradable_list导致计算错误的问题
binz closed issue binz/spread_backtest#22 2024-06-12 01:33:59 +08:00
Bug：position_ratio > 1情况next_position计算错误
binz opened issue binz/spread_backtest#22 2024-06-11 14:24:18 +08:00
Bug：position_ratio > 1情况next_position计算错误
binz commented on issue binz/spread_backtest#20 2024-06-10 18:26:31 +08:00
Bug: 当日因子全为空值时会报错

新增空值处理函数，判断是跳过当天交易日还是仍然按照10%换仓

binz commented on issue binz/spread_backtest#20 2024-06-08 19:54:29 +08:00
Bug: 当日因子全为空值时会报错

目前某一日因子为空会不交易进入下一交易日

binz closed issue binz/spread_backtest#17 2024-06-08 19:12:47 +08:00
Update: 自定义权重支持不满仓的情况；增加自定义权重总和判断，大于1报错
binz pushed to main at binz/spread_backtest 2024-06-08 19:12:40 +08:00
10e926bf28 Update：自定义权重支持不满仓的情况；Update：增加自定义权重总和判断;
binz opened issue binz/spread_backtest#21 2024-06-08 16:22:50 +08:00
Update：优化过滤参数，统一为买入过滤，强制过滤和卖出过滤
binz created branch 0.0.1 in binz/spread_backtest 2024-06-07 11:25:13 +08:00
binz pushed to 0.0.1 at binz/spread_backtest 2024-06-07 11:25:13 +08:00
binz pushed to main at binz/spread_backtest 2024-06-07 11:24:45 +08:00
b408d22798 Update: readme Ver 0.0.1
binz pushed to main at binz/spread_backtest 2024-06-07 11:23:55 +08:00
0ed2cbe0a6 Update: readme: Ver 0.0.1
binz deleted branch 0.0.1 from binz/spread_backtest 2024-06-07 11:15:12 +08:00
binz pushed to 0.0.1 at binz/spread_backtest 2024-06-07 11:14:44 +08:00