计算累计收益,单次正常,累计不显示。请问老师怎么处理?
来源:4-6 双均线策略:计算信号收益率

廿享
2024-07-23
在计算双均线策略累计收益时:
ma_strategy:
#计算单次收益
data = bs.calculate_profit_pct(data)
#计算累计收益
data = bs.calculate_cum_prof(data)
#代码无错data['cum_profit'] = pd.DataFrame(1 + data['profit_pct']).cumprod() - 1
........
print(df): #但无 cum_profit列,
open close high low volume money \
date
2024-03-25 147.05 146.29 147.43 144.63 16767678.0 2.447540e+09
2024-03-27 149.45 147.20 149.74 147.14 12821958.0 1.899181e+09
2024-04-03 150.32 149.07 151.35 147.81 10190856.0 1.522506e+09
2024-04-09 141.26 141.24 142.91 140.47 13523757.0 1.909631e+09
short_ma long_ma buy_signal sell_signal signal profit_pct
date
2024-03-25 149.660 147.302 1 0 1 -0.011153
2024-03-27 148.418 148.441 0 -1 -1 -0.016437
2024-04-03 149.258 148.838 1 0 1 -0.005736
2024-04-09 146.782 147.270 0 -1 -1 -0.005492
请问老师是怎么回事?
1回答
-
DeltaF
2024-12-12
你有print(cum_profit)打印语句吗
00
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