Rqalpha

Latest version: v5.3.11

Safety actively analyzes 630217 Python packages for vulnerabilities to keep your Python projects secure.

Scan your dependencies

Page 5 of 19

4.10.1

==================
- 优化回测报告及返回值输出情况,增加最长回撤持续期相关指标

4.10.0

==================
- 将DefaultMatcher划分DefaultBarMatcher和DefaultTickMatcher
- Tick回测支持成交量限制,成交量限制为两个tick的成交量之差乘以volume_percent
- Tick回测handle_bar支持盘前的tick
- Tick回测不再支持open_auction接口,集合竞价时段内成交一律使用last
- 修复get_open_auction_bar获取非交易日时的异常

4.9.2

==================
- 修改get_pit_financials_ex接口中count参数的含义为当前标的已发布财报的数量

4.9.1

==================
- 修复get_pit_financials_ex接口的bug

4.9.0

==================
- 定时器新增期货应用场景
- 改善tick回测性能

4.8.1

==================
- 改善回测输出的summary和净值图,新增超额累计收益指标

Page 5 of 19

© 2024 Safety CLI Cybersecurity Inc. All Rights Reserved.