fix

gnyuan · Nov 5, 2024 · 6df6ad3 · 6df6ad3
1 parent 555ad71
commit 6df6ad3
Show file tree

Hide file tree

Showing 4 changed files with 1 addition and 1 deletion.
diff --git a/backtest/bar_analysis/daily_backtest_engine.py b/backtest/bar_analysis/daily_backtest_engine.py
@@ -104,7 +104,7 @@ def simple_strategy(self, strategy_param, is_plot=False):
 
         # 自己计算所有绩效，都是每日挣取的bp数，或者多少元
         indicator_df['daily_return'] = indicator_df['nv'] / indicator_df['pre_close']  # 日收益率
-        from .empyrical.stats import max_drawdown, annual_return
+        from ..empyrical.stats import max_drawdown, annual_return
 
         # 净值
         indicator_df['net_value'] = (1 + indicator_df['daily_return']).cumprod(axis=0)

diff --git a/backtest/bar_analysis/empyrical/periods.py → backtest/empyrical/periods.py b/backtest/bar_analysis/empyrical/periods.py → backtest/empyrical/periods.py
diff --git a/backtest/bar_analysis/empyrical/stats.py → backtest/empyrical/stats.py b/backtest/bar_analysis/empyrical/stats.py → backtest/empyrical/stats.py
diff --git a/backtest/bar_analysis/empyrical/utils.py → backtest/empyrical/utils.py b/backtest/bar_analysis/empyrical/utils.py → backtest/empyrical/utils.py