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fix comments & add VAStrategy & add trade indicator

This commit is contained in:
bxdd
2021-06-14 21:32:18 +08:00
31 changed files with 1536 additions and 385 deletions

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@@ -7,7 +7,7 @@ import warnings
import pandas as pd
from .position import Position
from .report import Report
from .report import Report, Indicator
from .order import Order
@@ -42,6 +42,7 @@ class Account:
def reset_report(self, freq, benchmark_config):
self.report = Report(freq, benchmark_config)
self.indicator = Indicator()
self.positions = {}
self.rtn = 0
self.ct = 0