tracker

Documentation

Index

• func BackTesting(countDays, countTopN int)
• type GoodCase
• type SampleFeature

Functions

func BackTesting

func BackTesting(countDays, countTopN int)

BackTesting 回测

Types

type GoodCase

type GoodCase struct {
	Date   string  `dataframe:"日期"`
	Num    int     `dataframe:"数量"`
	Yields float64 `dataframe:"浮动收益率%"`
	//NextYields float64 `dataframe:"隔日收益率%"`
	GtP1 float64 `dataframe:"胜率率%"`
	GtP2 float64 `dataframe:"溢价超1%"`
	GtP3 float64 `dataframe:"溢价超2%"`
	GtP4 float64 `dataframe:"溢价超3%"`
	GtP5 float64 `dataframe:"溢价超5%"`
}

type SampleFeature

type SampleFeature struct {
	SecurityCode      string
	Name              string
	OpenChangeRate    float64
	OpenTurnZ         float64
	LastClose         float64
	Open              float64
	Price             float64
	UpRate            float64
	OpenPremiumRate   float64
	NextPremiumRate   float64
	OpenQuantityRatio float64 // 量比
}

SampleFeature 样本特征