
构建基于事件回测的类
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211
Running SMA strategy | SMA1=42 & SMA2=252
fixed costs 10.0 | proportional costs 0.01
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Final balance [$] 38369.65
Net Performance [%] 283.70
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Running momentum strategy | 60 days
fixed costs 10.0 | proportional costs 0.01
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Final balance [$] 6883.45
Net Performance [%] -31.17
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Running mean reversion strategy | SMA=50 & thr=5
fixed costs 10.0 | proportional costs 0.01
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Final ...