setting = OptimizationSetting()
setting.set_target("sharpe_ratio")
setting.add_parameter("ma_window", 10, 400, 10)
setting = OptimizationSetting()
setting.set_target("sharpe_ratio")
setting.add_parameter("ma_window", 10, 400, 10)
可以通过calculate_statistics函数返回的字典,来了解优化目标字段:
result = engine.calculate_statistics()
print(result)
MTF wrote:
可以通过calculate_statistics函数返回的字典,来了解优化目标字段:
result = engine.calculate_statistics() print(result)
感谢指导~谢谢