github-featured / quantconnect--lean

发布

0 发布 4,269 Git 标签

RSS 订阅源
  • 10753 7d93f43d38
    比较

    Calculate more report elements using LiveResult data in report generator (#5300)

    frostbyte_neo 发布于 2021-02-16 03:56:52 +00:00 | 2534 次提交 在此版本后已推送到 master

    • Calculate PSR for live algorithms in report generator

    • Use live series for calculating of CAGR, Max DD, and PSR

      • Removes Kelly Estimate from report and template.html

    • Update template.html

    • Rolling Beta bug fix when using daily data

      • Max drawdown output as percent

    • Make days live report element use equity curve last day instead of today

    Co-authored-by: Jared jaredbroad@gmail.com

    下载附件