This project forked from sakura-fire-capital/doubleensembleml
Blaze
License: MIT License
数据集中包含从Quandl上调用的几个加密货币的价格信息，在实际项目中只使用了Bitcoin的数据
在./Data/data_factor 目录下的数据为经过预处理的数据。在./report/preprocessing.ipynb文件中，是项目最终的预处理过程，产生的./report/mybtc.csv是最终用到的数据。
目录.\LR\lr.ipynb下为应用逻辑回归预测股票趋势的结果
目录.\LR\LogisticRegression.py 为自己实现的逻辑回归模型
.\rf\
模型实现在.\src\final_mdoel.py
最终模型的预测在 .\src\doubleensemble.ipynb
回测文件为.\backtest\myback.py
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