backtest_base.py 文件源码

def summary(self):
        """
        This function is used to summary the result.
        If you want calculate some other indicator, you can add them here.
        :return:
        """
        if self._analysis is not None:
            self._analysis(self.asset_dict)
        # for x in self.asset_dict:
        #     self.get_benchmark()
        #     asset_return = (self.asset_dict[x] - self._base_fund) / self._base_fund
        #     asset_return = asset_return.add_prefix(str(x) + "_")
        #     print asset_return
        #     result = pd.merge(asset_return, self._benchmark_data,
        #                       left_index=True, right_index=True, how="inner")
        #     max_return = self.get_max_return(x, begin=self._begin_date, end=self._end_date)
        #     print max_return
        #     # print result
        #     # if self._analysis is not None:
        #     #     self._analysis(result)
        #     # result.plot()
        #     # plt.show()