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use-gplearn-to-generate-CTA-factor
use-gplearn-to-generate-CTA-factor PublicForked from 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。
Python
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