说明：  比较好的实现量化交易策略与程序的回测，计算sharp ratio和iR值
(You can use the backtest for Quant trade, it provides the sharp ratio and information ratio, etc. from quantopian.research import run_pipeline from quantopian.pipeline import Pipeline from quantopian.pipeline.factors import Latest from quantopian.pipeline.data.builtin import USEquityPricing from quantopian.pipeline.factors import CustomFactor, AverageDollarVolume, Returns, RSI, VWAP from quantopian.pipeline.filters import Q500US, Q1500US)