基于A股的回测账户类
quantaxis qifiaccount 鸭神
- 当前的回测框架大多没有t+n的配置,在回测层面缺少约束
- 除权除息数据大多采用复权的方式进行回测,本程序采用计算除权复权时候的账户变化来描述真实的账户变更
- qifiaccount的文档缺失太多,而且与mongodb和页面的耦合程度较高,本着极简主义的**,把耦合的部分用python实现,因此本程序的最佳实践是jupyter
参考 回测-除权除息.ipynb
欢迎大家提bug!!!
This project forked from veinkr/papertrader
基于A股的回测账户类
License: MIT License
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