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Releases: ricequant/rqrisk

1.0.9

08 May 06:50
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限制 statsmodels 版本号

1.0.8

30 Jan 06:48
8b24422
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兼容 Python 3.12

1.0.7

01 Jun 02:32
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update version

1.0.6

01 Mar 07:59
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update version

1.0.5

03 Jan 06:17
c58a9c6
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Merge pull request #15 from ricequant/DEV-RQSDK-589

新增ulcer_index(累计回撤深度)和ulcer_performance_index(累计回撤夏普率)

1.0.4

20 Dec 03:11
b5c55f7
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Merge pull request #13 from ricequant/add_correlation

1.0.4: 增加相关系数指标 & add testcase & update README.MD

1.0.3

27 Sep 06:48
8cace38
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Merge pull request #10 from ricequant/dev-rqsdk-549

新增excess_win_rate实现超额收益胜率,win_rate改为绝对收益胜率;新增工作流上传版本到pypi;新增测试案例

1.0.2

27 Jul 06:35
cd98f01
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Merge pull request #8 from ricequant/develop

Develop

1.0.1

27 Jul 06:34
1a49edf
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Merge pull request #6 from ricequant/develop

Develop