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如何step by step计算因子 #3

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daspy opened this issue Jul 13, 2020 · 0 comments
Open

如何step by step计算因子 #3

daspy opened this issue Jul 13, 2020 · 0 comments

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@daspy
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daspy commented Jul 13, 2020

QA回测中因子的计算有两种方式:程序运行初期一次性准备好所有周期长度的因子(这样计算速度快一些),也可以根据回测的时间进度分步计算因子,如果想分布计算,只需要在on_bar调用因子函数就可以。

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