I want an Evaluation class for summarizing a completed trading backtest, used as Evaluation(prices…
I want an Evaluation class for summarizing a completed trading backtest, used as Evaluation(prices…: a task in MiMo-V2.6-RL-harbor-code: MiMo-V2.6-RL Code (Harbor) (Harbor dataset). For dates formatted like YYYY-MM-DD , get days(date) should approximate the day offset as (month - 1) 30 + day , so…
The task
For dates formatted like `YYYY-MM-DD`, `get_days(date)` should approximate the day offset as `(month - 1) * 30 + day`, so `get_days('2020-02-01')` returns `31`. `roi()` should return `(output[-1] - output[0]) / output[0]`; for `output=[10000, 10100, 9900]` it returns `-0.01`.
Part of FineEnvs/MiMo-V2.6-RL-harbor-code.