From 0f8f9453bd2329dc6e8c62a86e44c0bbb493c1db Mon Sep 17 00:00:00 2001 From: zhupr Date: Thu, 26 Nov 2020 19:07:15 +0800 Subject: [PATCH] update readme --- README.md | 25 ++++++++++++++----------- 1 file changed, 14 insertions(+), 11 deletions(-) diff --git a/README.md b/README.md index 7fd86028e..4ebb70466 100644 --- a/README.md +++ b/README.md @@ -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