- 每次main_func可以回测多种模型,平权投票;
- 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);
- 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
- 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
- 部分results见,https://drive.google.com/file/d/183KCSz0PYOSseAUo08-mcOwznRfX6WYf/view?usp=sharing
-
Notifications
You must be signed in to change notification settings - Fork 0
yaxuan999/Random-Forest-Strategy
Folders and files
Name | Name | Last commit message | Last commit date | |
---|---|---|---|---|
Repository files navigation
About
No description, website, or topics provided.
Resources
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published