Python 机器学习之 SVM 预测买卖

Python

Machine-learning

Common strategy

Created: 2016-09-13 17:55:54

Last modified: 7 years ago

Copy: 1012

Zero

942

Followers

Python入门简单策略 sklearn 机器学习库的使用

回测系统自带的库有
numpy pandas TA-Lib scipy statsmodels sklearn cvxopt hmmlearn pykalman arch matplotlib

实盘需要在托管者所在机器安装策略需要的库

Source

Python

'''backtest
start: 2019-09-06 00:00:00
end: 2019-10-05 00:00:00
period: 1h
exchanges: [{"eid":"Bitfinex","currency":"BTC_USD"}]
'''

from sklearn import svm
import numpy as np

def main():
    preTime = 0

Strategy parameters

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Python 机器学习之 SVM 预测买卖

Comment

All comments (3)

太极

exchange.GetRecords() 这个不是不能回测吗

10 years ago

正好在学习python，Z大好猛

10 years ago

muia

老大辛苦

10 years ago

1
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