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Tsingchi-Chao/IndicatorCalculation

定义了计算指数相关评价指标的类，包括夏普比、年化收益、卡玛比例、夏普比率、索提诺比率、最大回撤、下行波动率、偏度、斜度等11个指标，并计算出各指数60日的年化上述指标，同时又采用多进程的方法进行了改进。

• Python
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• 13
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• Updated
  on Jan 15, 2021

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