SQN calculation not using expectancy? · kernc/backtesting.py#558

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help wanted

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Hi,

It's good to see the stats include SQN. According to https://evilspeculator.com/tools-section/concepts/:

SQN = root(n) * expectancy / stdev(R)

but I suspect it's not correctly calculated:

as it's not using the result of expectancy:

Unless I am missing something?

Thanks!

研究方向: 验证SQN计算公式：SQN = sqrt(n) * 期望值 / stdev(R)。检查 backtesting/ stats.py 中第138-139行的代码；确保先计算 'expectancy' 然后在SQN公式中使用它。追踪变量以查看正确的期望值是否传递到SQN计算中。
技术栈: python
领域: backend
议题类型: 缺陷
难度: 2
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