Comments (5)
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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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?
from gpquant.
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。
from gpquant.
请问该如何发数据给您呢?
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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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Related Issues (10)
- 示例代码报错“TypeError: unsupported operand type(s) for -: 'int' and 'list'” HOT 3
- import SymbolicRegressor failed HOT 2
- Seems gpquant not support multi-process . HOT 3
- Orthogonal factors HOT 5
- How to use backtester? HOT 5
- no more Generation HOT 6
- the problem of sharpe_ratio HOT 2
- 进化方式 HOT 13
- 较大数据规模下All-NaN slice问题 HOT 1
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