vnpy的回测报告中好像没有按年统计的每年盈亏金额,
我想在脚本回测中实现,
engine = BacktestingEngine()
engine.set_parameters(
vt_symbol = "000001.SZSE",
interval ="d",
start = datetime(2018,3,23),
end = datetime(2018,4,23),
rate = 0,
slippage = 0,
size = 10,
pricetick = 0.2,
capital = 1_000_000,
)
engine.add_strategy(BollChannelStrategy,{})
engine.load_data()
engine.run_backtesting()
df = engine.calculate_result()
engine.calculate_statistics()
engine.show_chart()
要怎么弄呢?