diff --git a/qlib/backtest/report.py b/qlib/backtest/report.py index b4b9c5f2e..a364b10db 100644 --- a/qlib/backtest/report.py +++ b/qlib/backtest/report.py @@ -25,7 +25,15 @@ class Report: Implementation: daily report of the account - contain those followings: returns, costs turnovers, accounts, cash, bench, value + contain those followings: return, cost, turnover, account, cash, bench, value + For each step(bar/day/minute), each column represents + - return: the return of the portfolio generated by strategy **without transaction fee**. + - cost: the transaction fee and slippage. + - account: the total value of assets(cash and securities are both included) in user account based on the close price of each step. + - cash: the amount of cash in user's account. + - bench: the return of the benchmark + - value: the total value of securities/stocks/instruments (cash is excluded). + update report """