def __init__(self,
quotes,
deals,
positions,
symbols_pool,
currency_symbol='$',
capital_base=100000,
period=86400,
num=20,
**config): # 1day = 86400seconds
super(StrategyPerformanceManagerOffline,
self).__init__(deals,
positions,
currency_symbol=currency_symbol,
capital_base=capital_base)
self._symbols_pool = symbols_pool
self._config = config
if quotes is not None:
self._quotes_raw = quotes
else:
self._quotes_raw = pd.DataFrame(columns=Bar.get_keys())
self._num = num
self._period = period
self._rate_of_return_raw
self._quotes_raw = None # 计算完毕折后就可以释放资源了
def __init__(self, quotes, deals, positions, symbols_pool, currency_symbol='$', capital_base=100000, period=86400,
num=20, **config): # 1day = 86400seconds
super(StrategyPerformanceManagerOffline, self).__init__(deals, positions,
currency_symbol=currency_symbol,
capital_base=capital_base)
self._symbols_pool = symbols_pool
self._config = config
if quotes is not None:
self._quotes_raw = quotes
else:
self._quotes_raw = pd.DataFrame(columns=Bar.get_keys())
self._num = num
self._period = period
self._rate_of_return_raw
self._quotes_raw = None # 计算完毕折后就可以释放资源了
