基于Python的开源量化交易平台开发框架
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Updated
Jan 15, 2021 - C++
The conjugate gradient descent algorithm in scipy is slow and prevents the calling function from being jitted by numba. Idea is to find a python version of the CG minimiser that can be jitted to give faster minimisations.
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After the backtest run, we see the statistics. It is very good! Is there any simple way to see that statistics separately for long ans short trades?