“FIN Status Report 2017-12-25”版本间的差异

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2017年12月25日 (一) 05:05的版本

People Last Week This Week
Yang Wang

1. finish backtesting of day-frequency data. the results seem reasonable but will result in high commission. 2. backtesting of week/month-frequency data get bad results. 3. svm model on month-frequency data get strange results. There are checking work to be done.


1. debug data and model.