An Open Source Portfolio Backtesting Engine for Everyone | 面向所有人的开源投资组合回测引擎
data
field has been added to the Engine class. Check the doc here to learn how to use it: https://empyrial.gitbook.io/empyrial/
get_report
has been deleted. To generate a report, use empyrial(portfolio, report=True)
.Quick fix
Fixed TypeError that occurs when a default value (current date) is passed to the Engine.
#77 and #104 fixed, credit goes to @pzzhang