jaqs.trade.analyze package¶
Subpackages¶
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.