回测函数输出TRA_FAC之疑问
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请问回测函数的输出TRA_FAC的每个元素到底是什么含义呢？
m19.raw_perf.read()[['trading_days','TRA_FAC']]
trading_days TRA_FAC
2020-01-02 15:00:00+00:00 1 {}
2020-01-03 15:00:00+00:00 2 {}
2020-01-06 15:00:00+00:00 3 {}
2020-01-07 15:00:00+00:00 4 {}
2020-01-08 15:00:00+00:00 5 {}
... ... ...
2022-03-15 15:00:00+00:00 532 {'603017.SHA': 4.7059760093688965, '600885.SHA...
2022-03-16 15:00:00+00:00 533 {'600885.SHA': 3.9892890453338623, '002971.SZA...
2022-03-17 15:00:00+00:00 534 {'002971.SZA': 1.0105259418487549, '000656.SZA...
2022-03-18 15:00:00+00:00 535 {'600777.SHA': 30.515457153320312, '000430.SZA...
2022-03-21 15:00:00+00:00 536 {'000430.SZA': 4.612342834472656, '002761.SZA'...
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