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Update the docs of Report

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you-n-g
2021-09-13 17:53:34 +08:00
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qlib/backtest/report.py
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@@ -25,7 +25,15 @@ class Report:
Implementation: Implementation:
daily report of the account 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 update report
""" """