PrototypeCommon
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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