使用ctpplus，然后增加回测模块

2026-06-06 16:40:15 +08:00
parent abed7371b3
commit d7ba8a8344
21 changed files with 4197 additions and 52 deletions
@@ -0,0 +1,14 @@
+{
+  "total_return": -29.2,
+  "total_return_pct": -0.0,
+  "max_drawdown": -110.8,
+  "max_drawdown_pct": -0.01,
+  "win_rate": 0.1765,
+  "total_trades": 17,
+  "winning_trades": 3,
+  "losing_trades": 14,
+  "avg_win": 45.67,
+  "avg_loss": -11.87,
+  "profit_factor": 0.82,
+  "final_equity": 999970.8
+}