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Quantitative_Trading

some quantitative trading notes with python

DoubleMaStrategy

  1. 使用事件驱动型回测来验证简单的双均线策略,避免了向量化回测所可能带来的未来函数
  2. 创建DailyResult类用于储存每日盈亏数据,for循环运行回测
  3. 为便于计算,默认每日收盘前一秒快速计算当日交易信号,并进行买入卖出操作,下一步将细化成交价格对于策略收益的影响

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