def after_success(self): QA_util_log_info(self.account.history_table) risk = QA_Risk(self.account, benchmark_code='000300', benchmark_type=MARKET_TYPE.INDEX_CN) print(risk().T) risk.plot_assets_curve() risk.plot_dailyhold() risk.plot_signal() self.account.save() risk.save()
def after_success(self): QA_util_log_info(self.account.history_table) risk = QA_Risk(self.account, benchmark_code='000300', benchmark_type=MARKET_TYPE.INDEX_CN) print(risk().T) risk.plot_assets_curve() risk.plot_dailyhold() risk.plot_signal() self.account.save() risk.save()
def after_success(self): QA_util_log_info(self.account.history_table) # check if the history_table is empty list if len(self.account.history_table) == 0: # 没有交易历史记录,直接返回 return risk = QA_Risk(self.account, benchmark_code='000300', benchmark_type=MARKET_TYPE.INDEX_CN) print(risk().T) risk.plot_assets_curve() risk.plot_dailyhold() risk.plot_signal() performance = QA_Performance(self.account) performance.plot_pnlmoney(performance.pnl_fifo) performance.plot_pnlratio(performance.pnl_fifo)
def after_success(self): QA_util_log_info(self.account.history_table) # check if the history_table is empty list if len(self.account.history_table) == 0: # 没有交易历史记录,直接返回 return risk = QA_Risk(self.account, benchmark_code='000300', benchmark_type=MARKET_TYPE.INDEX_CN) print(risk().T) risk.plot_assets_curve() risk.plot_dailyhold() risk.plot_signal() performance = QA_Performance(self.account) performance.plot_pnlmoney(performance.pnl_fifo) performance.plot_pnlratio(performance.pnl_fifo) self.account.save() risk.save()