Open Source Quant Framework

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High-performance, easy-to-use open source quantitative trading framework

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Hyperparameter Optimization

Bayesian Optimization •
Simple Syntax •
Linear/Normal Distribution •
Multiple Optimization Algorithms •


func Demo(pol *config.RunPolicyConfig) *strat.TradeStrat {
	smlLen := int(pol.Def("smlLen", 5, core.PNorm(3, 10)))
	bigLen := int(pol.Def("bigLen", 20, core.PNorm(10, 40)))
	return &strat.TradeStrat{
		WarmupNum: 100,
		OnBar: func(s *strat.StratJob) {
			e := s.Env
			ma5 := ta.SMA(e.Close, smlLen)
			ma20 := ta.SMA(e.Close, bigLen)
			maCrx := ta.Cross(ma5, ma20)
		},
	}
}

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`1`
`2`	`func Demo(pol config.RunPolicyConfig) strat.TradeStrat {`
`3`	`smlLen := int(pol.Def("smlLen", 5, core.PNorm(3, 10)))`
`4`	`bigLen := int(pol.Def("bigLen", 20, core.PNorm(10, 40)))`
`5`	`return &strat.TradeStrat{`
`6`	`WarmupNum: 100,`
`7`	`OnBar: func(s *strat.StratJob) {`
`8`	`e := s.Env`
`9`	`ma5 := ta.SMA(e.Close, smlLen)`
`10`	`ma20 := ta.SMA(e.Close, bigLen)`
`11`	`maCrx := ta.Cross(ma5, ma20)`
`12`	`},`
`13`	`}`
`14`	`}`