github-featured / quantconnect--lean

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  • 10773 b3835510d0
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    Changes calculation of rolling/series graphs to use EOD equity (#5303)

    frostbyte_neo 发布于 2021-02-16 21:43:27 +00:00 | 2531 次提交 在此版本后已推送到 master

    • To maintain consistency between calculations, we will use
      the end of day equity value to calculate the returns per day.
      This fixes a bug where daily equity series would zero out and result
      in an exception being thrown since no elements were being passed to
      the Sharpe calculation.
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