2015年10月16日 (五) 02:13的版本

2015-10-15

• 实验解释

• 日期：20150101-20150930
• 股票：股票数为3184只，取的是A股（代码开头为0,3,6,9）
• log:log存在在git/optimize-parameter-using-genetic-algorithm/optimize/ga_select_stock/experiment/select_stock_20151015 下

• 结果

• 结果解释

future             1                 2        3                4        5            6             7           8          9            10
flag:           0.57/0            0.65/0    0.74/0         0.81/0     0.84/0       0.85/0        0.86/0      0.87/0     0.88/0      0.88/0
thermostat      0.57/ 0.46      0.67/0.58   0.74/0.64     0.78/0.69   0.81/0.71   0.82/0.73    0.84/0.75   0.85/0.76  0.86/0.77   0.86/0.78
Turtle          0.51/0.49        0.63/0.60   0.69/0.66    0.73/0.71    0.76/0.73  0.78/0.74    0.80/0.75   0.81/0.76  0.82/0.76   0.83/0.77
Aberration      0.56/0.58        0.66/0.66   0.72/0.71    0.75/0.75    0.78/0.76  0.80/0.77    0.81/0.77   0.83/0.78  0.83/0.79  0.84/0.80
Bollinger       0.55/0.46        0.64/0.57   0.70/0.62     0.74/0.68   0.77/ 0.71  0.80/0.73   0.81/0.74   0.83/0.75  0.83/0.77  0.84/0.79
Dynamic         0.51/0.56       0.62/0.65   0.68/0.70     0.72/0.74    0.75/0.75   0.77/0.77   0.79/0.78   0.81/0.78  0.81/0.79  0.82/0.79
DualThrust      0.58/0.45       0.68/0.60   0.73/0.67     0.76/0.71    0.79/0.73   0.81/0.75   0.82/0.76   0.83/0.77  0.84/0.78  0.85/0.79 
KingKeltner     0.53/0            0.65/0     0.7/0       0.74/0         0.77/0      0.79/0       0.81/0      0.82/0     0.83/0     0.84