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report里能否加入benchmark净值 #251

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dongyi opened this issue Feb 5, 2018 · 1 comment
Open

report里能否加入benchmark净值 #251

dongyi opened this issue Feb 5, 2018 · 1 comment

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@dongyi
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dongyi commented Feb 5, 2018

如果没有的话 麻烦开一个issue 描述以下问题:

1. RQAlpha的版本

  • 3.0.9

2. Python的版本

  • 3.6

3. 是Windows/Linux/MacOS or others?

  • windows

现在report里只有策略的净值, 希望能加入benchmark的净值, 方便查看超额收益

@paulhybryant
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还有benchmark的sharpe等,方便比较

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