“FIN Status Report 2017-12-25”版本间的差异
来自cslt Wiki
第6行: | 第6行: | ||
| Yang Wang|| | | Yang Wang|| | ||
− | 1. finish the | + | 1. finish backtesting of day-frequency data. the results seem reasonable but will result in high commission.<br> |
2. backtesting of week/month-frequency data get bad results.<br> | 2. backtesting of week/month-frequency data get bad results.<br> | ||
3. svm model on month-frequency data get strange results. There are checking work to be done. | 3. svm model on month-frequency data get strange results. There are checking work to be done. |
2018年1月2日 (二) 04:43的最后版本
People | Last Week | This Week |
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Yang Wang |
1. finish backtesting of day-frequency data. the results seem reasonable but will result in high commission.
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1. debug data and model. |