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update readme

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zhupr
2020-11-26 19:07:15 +08:00
parent 36b11676bf
commit 0f8f9453bd

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@@ -139,17 +139,20 @@ Qlib provides a tool named `qrun` to run the whole workflow automatically (inclu
```bash
risk
excess_return_without_cost mean 0.000675
std 0.005456
annualized_return 0.170077
information_ratio 1.963824
max_drawdown -0.063646
excess_return_with_cost mean 0.000479
std 0.005453
annualized_return 0.120776
information_ratio 1.395116
max_drawdown -0.071216
'The following are analysis results of the excess return without cost.'
risk
mean 0.000708
std 0.005626
annualized_return 0.178316
information_ratio 1.996555
max_drawdown -0.081806
'The following are analysis results of the excess return with cost.'
risk
mean 0.000512
std 0.005626
annualized_return 0.128982
information_ratio 1.444287
max_drawdown -0.091078