📝 docs(tsl-api): resolve backtesting return contract

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csh
2026-08-25 13:16:45 +08:00
parent d1568c02cd
commit 9c8d77e1c4
7 changed files with 834 additions and 56 deletions
@@ -2658,6 +2658,7 @@ FClearCycle module ts-timing-evaluation FClearCycle module/ts-timing-evaluation.
FClose_N1 module ts-statistical-arbitrage FClose_N1 module/ts-statistical-arbitrage.md fclose_n1 上侧平仓标准差倍数 field instance public tsStatisticalArbitrage tsStatisticalArbitrage.FClose_N1
FClose_N2 module ts-statistical-arbitrage FClose_N2 module/ts-statistical-arbitrage.md fclose_n2 下侧平仓标准差倍数 field instance public tsStatisticalArbitrage tsStatisticalArbitrage.FClose_N2
FCloseFeeRate module ts-timing-evaluation FCloseFeeRate module/ts-timing-evaluation.md fclosefeerate 平仓费率(%) 0 field instance public tsTimingEvaluation tsTimingEvaluation.FCloseFeeRate
FCloseVolType module ts-backtesting FCloseVolType module/ts-backtesting.md fclosevoltype 数量类组合平仓数量模式 1:固定成交量法;2:可平仓数量占比法 field instance public tsBackTesting tsBackTesting.FCloseVolType
FcLowestFee module ts-backtesting FcLowestFee module/ts-backtesting.md fclowestfee 平仓最低费用 5.0 field instance public tsBackTesting tsBackTesting.FcLowestFee
FCombinations module ts-backtest-overfit-prob FCombinations module/ts-backtest-overfit-prob.md fcombinations 生成的子集组合 field instance public tsBacktestOverfitProb tsBacktestOverfitProb.FCombinations
FComFactorArr module ts-hg-data-process FComFactorArr module/ts-hg-data-process.md fcomfactorarr 合成因子库 array() field instance public ts_HGDataProcess ts_HGDataProcess.FComFactorArr
@@ -2782,7 +2783,7 @@ FFaRet module ts-factor-portfolio-optimizer FFaRet module/ts-factor-portfolio-op
FFaRets module ts-factor-portfolio-optimizer FFaRets module/ts-factor-portfolio-optimizer.md ffarets 因子收益序列 field instance public tsFactorPortfolioOptimizer tsFactorPortfolioOptimizer.FFaRets
FFeature module ts-persistence-of-fund FFeature module/ts-persistence-of-fund.md ffeature 基金业绩指标 field instance public ts_PersistenceOfFund ts_PersistenceOfFund.FFeature
FFeeRate module derivatives-analysis FFeeRate module/derivatives-analysis/option-delta-hedging.md ffeerate 交易费率百分比,默认值为 0 field instance public opDeltaHedging opDeltaHedging.FFeeRate
FFeeType module ts-backtesting FFeeType module/ts-backtesting.md ffeetype 费用类别 1:费率法 field instance public tsBackTesting tsBackTesting.FFeeType
FFeeType module ts-backtesting FFeeType module/ts-backtesting.md ffeetype 费用类别 1:费率法;2:费用法。比例类只能使用费率法;数量类可使用费率法或费用法 field instance public tsBackTesting tsBackTesting.FFeeType
FFeeType2 module ts-backtesting FFeeType2 module/ts-backtesting.md ffeetype2 比例类费率 1: 历史明细中查找开、 平仓费率 field instance public tsBackTesting tsBackTesting.FFeeType2
FfhExchangeRatetype module ts-backtesting FfhExchangeRatetype module/ts-backtesting.md ffhexchangeratetype 分红汇率类型 2:对应市场结算汇率中间价 field instance public tsBackTesting tsBackTesting.FfhExchangeRatetype
ffi_es dotnet financial ffi_es(w_p, x, f, delta, confidence_interval) dotnet/financial/financial_engineering-risk_model-application-risk_analysis-algorithm_layer.md ffi_es 金融 金融工程 风险模型 应用 风险分析 算法层 返回 获取 ES 返回期望损失ES function ffi_es
@@ -2824,7 +2825,7 @@ fgRight builtin graph fgRight() builtin/graph.md fgright 图形对象 图形 图
fgRightDown builtin graph fgRightDown() builtin/graph.md fgrightdown 图形对象 图形 图表 graph 对象 实例 object 右下 function fgRightDown
fgRightUp builtin graph fgRightUp() builtin/graph.md fgrightup 图形对象 图形 图表 graph 对象 实例 object 右上 function fgRightUp
FGroups module ts-multi-factor FGroups module/ts-multi-factor.md fgroups 五分位 field instance public tsMultiFactor tsMultiFactor.FGroups
FGroupType module ts-backtesting FGroupType module/ts-backtesting.md fgrouptype 组合类型 1:比例类组合 field instance public tsBackTesting tsBackTesting.FGroupType
FGroupType module ts-backtesting FGroupType module/ts-backtesting.md fgrouptype 组合类型 1:比例类组合2:数量类组合。期权不支持比例类回测 field instance public tsBackTesting tsBackTesting.FGroupType
FGroupType module ts-multi-factor FGroupType module/ts-multi-factor.md fgrouptype 分组方式 1:百分位 field instance public tsMultiFactor tsMultiFactor.FGroupType
fgUp builtin graph fgUp() builtin/graph.md fgup 图形对象 图形 图表 graph 对象 实例 object 上 function fgUp
Fh dotnet math Fh dotnet/math/optimization.md fh 二次型 field instance public tsOptimizer tsOptimizer.Fh
@@ -3149,6 +3150,7 @@ footerValue dotnet base footerValue(t, from_col, tocol, average_col_field, _type
FOpen_N1 module ts-statistical-arbitrage FOpen_N1 module/ts-statistical-arbitrage.md fopen_n1 上侧开仓标准差倍数 field instance public tsStatisticalArbitrage tsStatisticalArbitrage.FOpen_N1
FOpen_N2 module ts-statistical-arbitrage FOpen_N2 module/ts-statistical-arbitrage.md fopen_n2 下侧开仓标准差倍数 field instance public tsStatisticalArbitrage tsStatisticalArbitrage.FOpen_N2
FOpenFeeRate module ts-timing-evaluation FOpenFeeRate module/ts-timing-evaluation.md fopenfeerate 开仓费率(%) 0 field instance public tsTimingEvaluation tsTimingEvaluation.FOpenFeeRate
FOpenVolType module ts-backtesting FOpenVolType module/ts-backtesting.md fopenvoltype 数量类组合开仓数量模式 1:固定成交量法;2:固定金额法;3:剩余资金占比法 field instance public tsBackTesting tsBackTesting.FOpenVolType
FOPMaturityDate module derivatives-analysis FOPMaturityDate module/derivatives-analysis/option-instrument-indicators.md fopmaturitydate 到期月份序号;0 为全部,1 为近月,2 为次近月,依次类推 field instance public ts_Options_Screening ts_Options_Screening.FOPMaturityDate
FOPPZID module derivatives-analysis FOPPZID module/derivatives-analysis/option-instrument-indicators.md foppzid 期权品种或标的代码;空字符串表示不按品种筛选 field instance public ts_Options_Screening ts_Options_Screening.FOPPZID
FOpsId module ts-ops FOpsId module/ts-ops.md fopsid 服务标识 TS-OPS 服务 ID property instance public opsServer opsServer.FOpsId
@@ -3189,7 +3191,7 @@ FPriceRateTo0 module ts-backtesting FPriceRateTo0 module/ts-backtesting.md fpric
FPriceStep module bond-research FPriceStep module/bond-research/bond-price-segmentation.md fpricestep 价格频数分布步长,单位为元,默认 10 field instance public cb_PriceAndDeadlineData cb_PriceAndDeadlineData.FPriceStep
FPriceType module bond-research FPriceType module/bond-research/bond-price-segmentation.md fpricetype 统计最高价和最低价时使用的价格类型;0 为收盘价,1 为当日最高价或最低价 field instance public cb_PriceAndDeadlineData cb_PriceAndDeadlineData.FPriceType
FPriceType module factor-research FPriceType module/factor-research/index-chip-factors.md fpricetype 指数均价算法;支持算术平均、成交量加权、成交金额加权及调整后的成交量加权 field instance public ts_IndexChipDistribution ts_IndexChipDistribution.FPriceType
FPriceType module ts-backtesting FPriceType module/ts-backtesting.md fpricetype 成交价类别 3:日均价 field instance public tsBackTesting tsBackTesting.FPriceType
FPriceType module ts-backtesting FPriceType module/ts-backtesting.md fpricetype 成交价类别 -1:用户自定义;1:时点价格;2:收盘价;3:日均价;4:开盘价;5:系统昨收 field instance public tsBackTesting tsBackTesting.FPriceType
FpriceType module ts-multi-factor FpriceType module/ts-multi-factor.md fpricetype 成交价类别 2:收盘价 field instance public tsMultiFactor tsMultiFactor.FpriceType
FPrincDZ module ts-hg-risk-pca FPrincDZ module/ts-hg-risk-pca.md fprincdz 主成分对照 见 FPrincDZ 默认值 field instance public ts_HGRiskPCA ts_HGRiskPCA.FPrincDZ
FPurchaseRatio module fund-research FPurchaseRatio module/fund-research/fixed-amount-investment.md fpurchaseratio 申购费率,单位为百分比 field instance public ts_AIPBackTesting ts_AIPBackTesting.FPurchaseRatio
@@ -3229,7 +3231,7 @@ frameStocksMark_GetGrouptail module strategy-selection-tools frameStocksMark_Get
frameupdate dotnet base frameupdate(left, right, ons, type) dotnet/base/array.md frameupdate 数组 数据表 更新 缺失值 merge update table 按键字段用右表补充或更新左表中的缺失值,并直接修改左表 function frameupdate
framevaluecounts dotnet base framevaluecounts(data, countfieldname, iforder) dotnet/base/array.md framevaluecounts 数据表-计数 function framevaluecounts
FRateType module quick-back-testing FRateType module/quick-back-testing.md fratetype 比例类组合资金分配方式 4:等权重 field instance public quickBackTesting quickBackTesting.FRateType
FRateType module ts-backtesting FRateType module/ts-backtesting.md fratetype 比例类组合资金分配方式 4:等权重 field instance public tsBackTesting tsBackTesting.FRateType
FRateType module ts-backtesting FRateType module/ts-backtesting.md fratetype 比例类组合资金分配方式;-1:用户自定义比例;0/1/4/5/6/7 为系统配比;8:剩余资金等比例分配;默认 4:等权重 field instance public tsBackTesting tsBackTesting.FRateType
FRateType module ts-future-multifactor FRateType module/ts-future-multifactor.md fratetype 比例类型 4(等权) field instance public tsFutureMultiFactor tsFutureMultiFactor.FRateType
FRateType module ts-multi-factor FRateType module/ts-multi-factor.md fratetype 个股资金分配方法 4:等权重 field instance public tsMultiFactor tsMultiFactor.FRateType
FRatio module tinysoft-strategies FRatio module/tinysoft-strategies/market-cap-rotation.md fratio 买卖费率百分比,默认值为 0.1 field instance public tsLargeAndSmallTurning tsLargeAndSmallTurning.FRatio
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