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  1. 每次main_func可以回测多种模型,平权投票;
  2. main_func中methods以list的形式输入,k是cross-validation的次数(默认为5,但k=5的多模型回测会导致时长较长,可调低一点);
  3. 输出的结果会储存到results中,包括每种参数下的图和以csv形式保存的全阶段的tier_ret和auc_score
  4. 下载数据并解压到py的同一目录下,https://drive.google.com/file/d/1s86HOE65NbThUssc99r-zHgskpkhGoNH/view?usp=sharing
  5. 部分results见,https://drive.google.com/file/d/183KCSz0PYOSseAUo08-mcOwznRfX6WYf/view?usp=sharing

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