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多个序列fit about gpquant HOT 5 CLOSED

chesterai avatar chesterai commented on May 27, 2024
多个序列fit

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Comments (5)

UePG-21 avatar UePG-21 commented on May 27, 2024

当时开发确实是用来做单品种期货因子的,如果多个股票的话我觉得需要改一下回测方式吧,因为fit多个股票相当于要选股了,回测逻辑复杂一些。可以试一试修改Backtester部分,但我没尝试过,没法给出具体方案。

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chesterai avatar chesterai commented on May 27, 2024

我运行股票数据后,出现了无法避免的nan错误,不知是否可以提供一下你这边的sample data呢?

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UePG-21 avatar UePG-21 commented on May 27, 2024

我用的数据已经清理了,当时是可以跑通的,你试着debug一下?或者你可以把数据发我,我有空帮你看看什么问题。

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chesterai avatar chesterai commented on May 27, 2024

请问该如何发数据给您呢?

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UePG-21 avatar UePG-21 commented on May 27, 2024

[email protected]
您自己也先试试debug哈,我最近有点忙,可能过几天给您看下。

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