回测增强
Open
Nobody has claimed this yet.
enhancement
- Dominant language
- Python
- Stars
- 48.7k
- Forks
- 7.7k
- PR merge metrics
- No merged PRs in 30d
Description
🌟 Feature Description
增强订单撮合，增加做空机制和杠杆机制，实现ticker级别回测，考虑实盘的滑点等因素造成的订单无法成交现象
Motivation
目前的回测系统过于简单，希望能够有所增强，使得策略的表现更加接近实盘
- Application scenario
- Related works (Papers, Github repos etc.):
- Any other relevant and important information:
Alternatives
Additional Notes
Contributor guide
No contributing guide indexed for this repository
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
The issue names no files, tests, or entry points. Start by mapping the existing backtesting and order-matching implementation, then clarify the scope and acceptance criteria for shorting, leverage, ticker-level replay, slippage, and unfilled orders; done would require an agreed design and broad implementation rather than a single localized change.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- fintech-quant
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 18/100