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A Enhanced Version of GPlearn for 3-Dimensional Factor Evolution

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AndyyyHuang/ultimate-gplearn-3D

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ultimate-gplearn-3D

License: MIT


A Enhanced Version of GPlearn for 3-Dimensional Factor Evolution

Customized Fitness Evaluator

I implement several new fitness functions tailored for the 3-dimensional factor evolution with built-in backtesting framework, allowing you to guide the evolution process directly with your strategy's performance which based on the factor.

Tailored Genetic Operators

This updated package now includes an expanded set of base operators, covering both time-series and cross-sectional operations. Additionally, I incorporate ta-lib's technical indicators and refined these indicators to better suit the 3-dimensional factor evolution.

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A Enhanced Version of GPlearn for 3-Dimensional Factor Evolution

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