rangebar-eval-metrics

About rangebar-eval-metrics

Range bar evaluation metrics for quant trading. TRIGGERS - range bar metrics, Sharpe ratio, WFO metrics, PSR DSR MinTRL.

用于量化交易的区间条（range bar）评估指标。触发项 - 区间条指标、夏普比率、WFO 指标、PSR、DSR、MinTRL。