show_strategies_dailys

czsc.show_strategies_dailys(df, **kwargs)[source]

展示多策略多品种日收益率数据:按策略等权日收益

Parameters:
  • df

    N策略M品种日收益率数据,columns=[‘dt’, ‘strategy’, ‘symbol’, ‘returns’],样例如下:

    dt

    strategy

    symbol

    returns

    2021-01-04 00:00:00

    FUT001

    SFT9001

    -0.00240078

    2021-01-05 00:00:00

    FUT001

    SFT9001

    -0.00107012

    2021-01-06 00:00:00

    FUT001

    SFT9001

    0.00122168

    2021-01-07 00:00:00

    FUT001

    SFT9001

    0.0020896

    2021-01-08 00:00:00

    FUT001

    SFT9001

    0.000510725

  • kwargs

    • sub_title: str, 子标题