FIN Status Report 2017-12-25

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2018年1月2日 (二) 04:43Wangyang讨论 | 贡献的版本

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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.