指标计算实操

Lesson Overview

In "Trading Data Analysis" → "绩效指标", this lesson "指标计算实操" builds knowledge you can apply immediately.

计算实操要能被独立手算复核。单位、缺值和零分母必须显式处理，不能用999或0填不可定义指标。 给固定小样本→手算→代码算→比较容差→测试全赢、全亏、空样本→记录not_available。 本课作业：空样本胜率、全赢PF应返回什么状态？另算+2R/−1R/+1R的均值。

Core Concepts

These points align with the video walkthrough—take notes as you watch.

• ▸计算实操要能被独立手算复核。单位、缺值和零分母必须显式处理，不能用999或0填不可定义指标。
• ▸给固定小样本→手算→代码算→比较容差→测试全赢、全亏、空样本→记录not_available。
• ▸本课作业：空样本胜率、全赢PF应返回什么状态？另算+2R/−1R/+1R的均值。

Practical Application

After studying, complete the practice tasks below to move from understanding to doing.

• ▸Follow along in Jupyter or VS Code
• ▸Log how parameter changes affect backtest results
• ▸Submit a reproducible analysis notebook

FAQ

• ▸Q: How does this lesson fit the course? A: Part of "绩效指标"—follow the curriculum order.
• ▸Q: What do I need? A: Demo account and notes; quant lessons need a Python environment.
• ▸Q: How do I know I've mastered it? A: Pass the quiz and explain three key points of 指标计算实操 on your own.