/BackTrader_Multifactors

BackTrader多因子回测框架 (Multi-factors backtesting framework for BackTrader)

Primary LanguageJupyter Notebook

BackTrader_Multifactors

BackTrader多因子回测框架 (BackTrader Multi-factors Backtesting Framework)

代码相关说明见知乎链接

代码运行环境 python--3.7.9、matplotlib--3.2.2、pandas--1.2.0、numpy--1.19.4、 backtrader--1.9.76.123、tushare--1.2.62、scikit-learn--0.24.0、statsmodels--0.12.1