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mirror of https://github.com/microsoft/qlib.git synced 2026-07-19 10:24:35 +08:00
Signed-off-by: unknown <lv.linlang@qq.com>
This commit is contained in:
SunsetWolf
2021-12-31 22:14:47 +08:00
committed by GitHub
parent f59cfe51e0
commit dfc0ed3c01
56 changed files with 92 additions and 92 deletions

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@@ -73,7 +73,7 @@ class PortfolioMetrics:
self.init_bench(freq=freq, benchmark_config=benchmark_config)
def init_vars(self):
self.accounts = OrderedDict() # account postion value for each trade time
self.accounts = OrderedDict() # account position value for each trade time
self.returns = OrderedDict() # daily return rate for each trade time
self.total_turnovers = OrderedDict() # total turnover for each trade time
self.turnovers = OrderedDict() # turnover for each trade time
@@ -236,7 +236,7 @@ class Indicator:
"""
`Indicator` is implemented in a aggregate way.
All the metrics are calculated aggregately.
All the metrics are calculated for a seperated stock and in a specific step on a specific level.
All the metrics are calculated for a separated stock and in a specific step on a specific level.
| indicator | desc. |
|--------------+--------------------------------------------------------------|