回测报表数据

# 回测报表数据

定义

raw_perf

得到回测报表详细数据,数据类型为DataSource

示例代码

m12 = M.trade.v4(
    instruments=m9.data,
    options_data=m8.predictions,
    history_ds=m15.data_1,
    benchmark=m18.data_1,
    start_date='',
    end_date='',
    handle_data=handle_data,
    prepare=prepare,
    initialize=initialize,
    volume_limit=0.025,
    order_price_field_buy='open',
    order_price_field_sell='close',
    capital_base=1000000,
    product_type='stock',
    auto_cancel_non_tradable_orders=True,
    data_frequency='daily',
    price_type='后复权',
    plot_charts=True,
    backtest_only=False,
)
m12.raw_perf.read_df()