jaqs.trade.analyze package

Submodules

jaqs.trade.analyze.analyze module

jaqs.trade.analyze.pnlreport module

jaqs.trade.analyze.report module

class Report(dic, source_dir, template_fn, out_folder='.')

Bases: object

参数:
  • dic (dict) –
  • source_dir (str) – path of directory where HTML template and css files are stored.
  • template_fn (str) – File name of HTML template.
  • out_folder (str) – Output folder of report.
generate_html()
output_html(fn='test_out.html')
output_pdf(fn='test_out.html')

Module contents

The analyze module is used to analyze backtest results.

It can read csv and json files into memory, calculate various trade performance metrics and output visualization of the results.