- connect to database -> pass.txt
- create table -> createStatTable.sql
- import data(IP,acct) -> importDB.py
- TODO
- core of daily run -> beTrue.py
- control multiple instances to run core -> beControl.py
- ONE KEY init control multiple instances to run core -> beControl.bat
- beUpdateConfig.py
- select a `backtest date, if a backtest date is
- 10 days within the customize backtest date
- possessed >=90% of fund nav data of that date
- is a weekday; if NOT, date back the latest
- get all effective portfoilo and all relevant nav (all train date and backtest date nav)
- merge portfolio with nav of train and backtest date
- calculate
- period days (btw train date and backtest date)
- expected return according to period months and returns (from portfolio)
- actual return based on weighted [(backtest_add_nav - train_add_nav)/train_nav]
- judge a portfolio
- TOP if its actual return per month > threshold (60% qt, all result taken into account) and its actual return > 0
- ACHIEVED if its actual return/expected return> coefficient (60% , single port params) and its actual return > 0
- EXPIRED if NOT TOP OR ACHIEVED