QAStrategy
QAStrategy copied to clipboard
yutiansut
策略基类/ 支持QIFI协议
` strategy.run_backtest() File "/opt/conda/lib/python3.8/site-packages/QAStrategy/qactabase.py", line 192, in run_backtest risk = QA_Risk(self.acc) File "/opt/conda/lib/python3.8/site-packages/QUANTAXIS/QAARP/QARisk.py", line 184, in __init__ self._assets = self.account.daily_cash.set_index( File "/opt/conda/lib/python3.8/site-packages/QUANTAXIS/QAARP/QAAccountPro.py", line 636, in daily_cash index=pd.to_datetime(self.trade_range_max).set_names('date'), File "/opt/conda/lib/python3.8/site-packages/QUANTAXIS/QAARP/QAAccountPro.py", line...
QA回测中因子的计算有两种方式：程序运行初期一次性准备好所有周期长度的因子(这样计算速度快一些)，也可以根据回测的时间进度分步计算因子，如果想分布计算，只需要在on_bar调用因子函数就可以。