本文整理汇总了Python中mewp.simulate.report.Report.get_avg_max_draw_down方法的典型用法代码示例。如果您正苦于以下问题：Python Report.get_avg_max_draw_down方法的具体用法？Python Report.get_avg_max_draw_down怎么用？Python Report.get_avg_max_draw_down使用的例子？那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类mewp.simulate.report.Report的用法示例。
在下文中一共展示了Report.get_avg_max_draw_down方法的1个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的Python代码示例。
示例1: run_simulation
# 需要导入模块: from mewp.simulate.report import Report [as 别名]
# 或者: from mewp.simulate.report.Report import get_avg_max_draw_down [as 别名]
def run_simulation(p):
runner.run(algo_param={'rolling': p[0], 'bollinger': p[1], 'stop_win': p[2]})
report = Report(runner)
runner._algo.tracker.order_winning_ratio()
pnl = float(report.get_final_pnl())
final_return = float(report.get_final_return())
sharpe_ratio = float(report.get_sharpie_ratio())
avg_draw_down = float(report.get_avg_max_draw_down())
max_draw_down = float(report.get_max_max_draw_down()[0])
order_winning_ratio = float(runner._algo.tracker.order_winning_ratio())
waiting_time = float(runner._algo.tracker.analyze_all_waiting()[0])
avg_profit = float(runner._algo.tracker.analyze_all_profit()[0])
num_orders = int(runner._algo.tracker.analyze_all_profit()[2])
return pnl, final_return, sharpe_ratio, avg_draw_down, max_draw_down, \
order_winning_ratio, waiting_time, avg_profit, num_orders