fix bug

ngwangshu · Oct 21, 2016 · 9ab6aad · 9ab6aad
1 parent c6c6633
commit 9ab6aad
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Showing 2 changed files with 4 additions and 4 deletions.
diff --git a/解决方案D-ABU量化系统.ipynb b/解决方案D-ABU量化系统.ipynb
@@ -802,8 +802,8 @@
  "output_type": "stream",
  "text": [
  "all fit order = (7732, 30)\n",
- "win rate = 0.510734609415\n",
- "profit_cg.sum() = 65.8634043939\n",
+ "win rate = 0.518734609415\n",
+ "profit_cg.sum() = 66.8634043939\n",
  "win mean = 0.0695253920443 loss_mean = -0.0553854481924 \n"
  ]
  },
@@ -1066,7 +1066,7 @@
  " <td>6</td>\n",
  " <td>1</td>\n",
  " <td>2</td>\n",
- " <td>166</td>\n",
+ " <td>183</td>\n",
  " <td>0</td>\n",
  " </tr>\n",
  " <tr>\n",
@@ -1104,7 +1104,7 @@
  " <td>3</td>\n",
  " <td>0</td>\n",
  " <td>0</td>\n",
- " <td>135</td>\n",
+ " <td>118</td>\n",
  " <td>0</td>\n",
  " </tr>\n",
  " <tr>\n",

diff --git a/解决方案d-abu量化系统.pdf b/解决方案d-abu量化系统.pdf