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wjsbjl/use-gplearn-to-generate-CTA-factor

本文通过gplearn模型,结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统,主要针对股指期货操作。

Owner
wjsbjl (personal account)
Stars
Stars: 158
Forks
Forks: 56
Language
Python
License
None
Created
2023
Tier
Prototype (100 to 249 ★) What this tier means
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