show_strategies_symbol
- czsc.show_strategies_symbol(df, **kwargs)[source]
展示多策略多品种日收益率数据:按品种等权日收益
- 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 –