graph TD; A-->B; A-->C; B-->D; C-->D;
1 markdown
- 折行测试:
rolling_max = np.array([np.max(prices[i:i+window]) for i in range(len(prices) - window + 1)]), rolling_max = np.array([np.max(prices[i:i+window]) for i in range(len(prices) - window + 1)])
2 mermaid
3 video
4 python
5 image
6 iframe
7 html
📊 策略核心指标
- 年化收益:21.3%
- 最大回撤:-12.1%
- 夏普比率:1.85