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* 0.9.26 update * 0.9.26 新增两个信号函数 * 0.9.26 update * 0.9.26 新增按持仓权重进行回测的模块 * 0.9.26 update * 0.9.26 update * 0.9.26 update * 0.9.26 update * 0.9.26 更新一批信号函数 * 0.9.26 更新信号函数 * 0.9.26 update * 0.9.26 新增信号函数 * 0.9.26 update
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from czsc import aphorism | ||
from czsc.analyze import CZSC | ||
from czsc.objects import Freq, Operate, Direction, Signal, Factor, Event, RawBar, NewBar, Position | ||
from czsc.utils.cache import home_path, get_dir_size, empty_cache_path | ||
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from czsc.traders import CzscTrader, CzscSignals, generate_czsc_signals, check_signals_acc, get_unique_signals | ||
from czsc.traders import PairsPerformance, combine_holds_and_pairs, combine_dates_and_pairs, stock_holds_performance | ||
from czsc.traders import DummyBacktest, SignalsParser, get_signals_by_conf, get_signals_config, get_signals_freqs | ||
from czsc.traders import WeightBacktest, get_ensemble_weight | ||
from czsc.sensors import holds_concepts_effect, CTAResearch, EventMatchSensor | ||
from czsc.strategies import CzscStrategyBase, CzscJsonStrategy | ||
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from czsc.utils import KlineChart, BarGenerator, resample_bars, dill_dump, dill_load, read_json, save_json | ||
from czsc.utils import get_sub_elements, get_py_namespace, freqs_sorted, x_round, import_by_name, create_grid_params | ||
from czsc.utils import cal_trade_price, cross_sectional_ic, update_bbars, update_tbars, update_nbars | ||
from czsc.utils import CrossSectionalPerformance | ||
from czsc.sensors import holds_concepts_effect, CTAResearch, EventMatchSensor | ||
from czsc.utils.signal_analyzer import SignalAnalyzer, SignalPerformance | ||
from czsc.utils.stats import daily_performance, net_value_stats, subtract_fee | ||
from czsc.utils.cache import home_path, get_dir_size, empty_cache_path | ||
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__version__ = "0.9.25" | ||
__version__ = "0.9.26" | ||
__author__ = "zengbin93" | ||
__email__ = "[email protected]" | ||
__date__ = "20230716" | ||
__date__ = "20230726" | ||
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def welcome(): | ||
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