ml-finance-python
python scripts for finance machine learning
git clone https://9o.is/git/ml-finance-python.git
SigOpt_Experiment_good_1.csv
(11890B)
1 rsi_timeperiod,rsi_lower,rsi_width,roc_timeperiod,roc_lower,roc_width,rebalance_freq,value5,90,30,21,0.086906175,2,8,0.0673932645,90,30,22,0.089950491,2,9,0.5821365225,90,26,21,0.077212786,2,9,0.7624200975,0,30,20,0.034183646,1.999952783,3,0.7474164275,90,30,21,0.085132839,2,9,0.7624200975,0,30,20,0.010714469,2,3,0.6222698511,33,28,21,0.256965328,2,4,0.4422973135,90,30,20,0.057062175,2,9,0.53024466837,90,30,20,0.086821446,1.525100916,6,NA5,42,30,21,0.269258998,0.05,4,0.4873410835,0,30,20,0.026183644,2,3,0.8510027965,84,30,21,0.084672563,2,12,0.72353758126,49,26,21,0.269891851,2,4,NA21,34,30,21,0.291057628,2,5,0.138826091126,42,30,20,0.269897784,2,4,0.276899375,35,26,21,0.259809806,2,5,0.45493726374,85,29,21,0.091945348,1.086989162,12,NA5,83,30,21,0.08944638,2,12,0.694875845,90,30,21,0.091496756,0.530865799,12,0.5701896195,90,30,21,0.131612644,0.05,9,0.4382046685,78,30,20,0.120122157,2,9,-0.1156807555,90,30,21,0.119463,2,9,0.655142335,77,29,22,0.120194019,2,9,0.1136543965,87,30,21,0.091063378,1.310393423,12,0.9168473135,80,30,21,0.119935103,2,10,0.4965206545,86,30,21,0.094337001,0.05,12,0.8855281145,68,30,21,0.110407561,0.714327727,9,0.0634618235,86,30,21,0.103334158,0.05,12,0.7693779085,32,27,22,0.259749427,2,5,0.4435250925,77,30,21,0.120398487,1.112137099,9,0.4703430875,86,30,22,0.094198968,0.05,12,0.69583820567,41,26,21,0.294167172,0.705024189,5,0.37852362373,74,30,21,0.138409622,1.626720876,9,NA5,86,30,21,0.092406403,0.05,12,0.8855281145,84,30,21,0.105922734,2,9,0.54147204126,30,30,19,0.268063454,2,7,0.3642832665,90,30,21,0.101908938,2,12,0.5701896195,90,30,21,0.109482446,2,9,0.76242009766,33,30,21,0.281463025,0.580234696,5,0.3785236235,75,30,21,0.097923343,2,12,0.2357603415,44,28,20,0.245184694,2,5,0.1846210815,31,30,18,0.273179129,1.023232741,6,0.364751728113,19,30,19,0.3,0.662473331,7,0.3597711585,90,30,20,0.084629097,2,9,0.762420097126,22,26,22,0.249878044,2,5,0.2374403465,80,30,21,0.131071754,0.05,9,0.1281557685,87,30,21,0.125735816,1.951223218,9,0.1584342895,75,30,21,0.11195994,2,9,0.4035073065,86,30,21,0.11152472,2,9,0.541472045,90,30,23,0.093536736,2,9,0.4613770635,90,30,21,0.126037296,1.456220054,9,0.4382046685,84,30,21,0.120132319,1.814159486,9,0.4285570635,90,30,22,0.09893688,2,9,0.58213652237,33,30,17,0.296195213,2,6,0.364751728126,22,30,21,0.242992454,2,4,0.366675175126,38,26,21,0.251799367,2,5,0.29974858367,26,28,21,0.249104162,2,4,0.3666751755,90,30,22,0.087145833,2,9,0.4613770635,84,30,21,0.125401418,1.615587546,9,0.1584342895,81,30,21,0.113302372,2,9,0.4285570635,90,30,21,0.112576483,2,9,0.655142335,90,30,20,0.087554917,2,7,0.53332449799,38,30,22,0.130915595,0.826471745,6,0.0294145585,0,30,20,0.021915926,2,3,0.801093774101,29,30,19,0.267865173,0.191449379,6,0.5810761317,31,29,17,0.232946318,0.05,6,-0.421062058126,26,28,19,0.268200297,0.05,5,-0.36015126491,41,29,21,0.267514031,1.06376305,6,-0.21783499568,30,28,20,0.272139386,1.245394144,6,0.33363163175,33,28,19,0.273298374,0.05,7,0.295988139100,29,30,14,0.243951469,1.796837262,6,-0.05051901169,30,29,20,0.256540306,1.25092511,6,0.17452704688,31,29,15,0.234426766,0.385554216,6,0.33498211411,33,29,18,0.265267266,1.488743617,6,0.3647517285,87,30,21,0.098866557,0.168254501,12,0.81042421670,33,29,19,0.268020938,0.577014419,6,0.5810761315,43,28,21,0.273983948,0.05,5,0.3455522555,82,30,21,0.099466717,2,12,0.59538296151,27,28,21,0.256248031,2,5,0.387835386118,32,30,19,0.2757428,2,7,0.35977115876,47,30,22,0.296317323,2,4,0.046405819122,25,30,17,0.274368725,0.05,7,-0.0691890652,44,29,22,0.275203138,2,4,0.2707068555,90,29,21,0.085152746,2,9,0.7624200975,90,30,21,0.095927868,2,12,0.57018961954,90,29,21,0.063647381,1.00758634,9,NA113,90,29,21,0.111422696,2,12,NA17,38,28,21,0.233329814,2,5,0.279349591126,22,29,22,0.286450744,0.05,5,-0.09957849248,25,28,18,0.27279956,2,7,0.35118830242,90,30,21,0.111011181,2,13,NA54,90,30,21,0.032213976,2,9,NA42,18,28,21,0.234949371,2,5,-0.10713845885,37,29,21,0.262813065,1.826985124,4,0.367290844113,22,30,19,0.277099689,0.071456134,7,0.2959881395,45,29,21,0.271215628,0.135967975,4,0.48734108337,27,27,21,0.242096705,2,5,0.3476397735,85,30,20,0.07727062,2,9,0.344457012126,27,28,21,0.283620108,1.697353985,5,0.3785236235,90,30,20,0.077482097,2,9,0.762420097126,40,30,21,0.28690684,2,5,0.3785236235,90,29,21,0.076707844,2,9,0.7624200975,41,30,20,0.26174384,2,5,0.2836196075,90,30,21,0.148287988,2,8,-0.121270575,90,29,20,0.07719643,2,9,0.762420097113,32,30,18,0.273145958,0.745714294,7,0.4743456635,90,30,20,0.063718699,2,9,0.6060020185,0,30,20,0.039684815,2,3,0.3707680685,90,30,22,0.07774338,2,9,0.3995931915,43,28,21,0.264743216,2,5,0.3878353865,90,30,22,0.064414926,2,10,-0.5390286775,90,30,21,0.083291796,2,9,0.76242009713,90,30,21,0.04661848,2,9,NA5,90,30,21,0.066530322,2,9,0.5993225575,90,30,21,0.107293116,2,12,0.5701896195,90,30,21,0.060791817,2,9,0.4861437925,90,30,21,0.079644704,2,9,0.7624200975,90,30,20,0.078198616,2,8,0.010749325,90,30,21,0.094658285,2,10,0.35107202484,28,30,21,0.233872433,2,5,0.3524599615,90,30,21,0.073175156,2,9,0.651338832126,26,30,21,0.27860576,0.284819086,5,0.378523623126,26,28,23,0.3,2,5,0.2349276035,90,30,21,0.126436879,2,12,NA126,26,30,19,0.295855359,0.309941208,7,0.3597711585,90,30,22,0.115299319,2,12,NA53,0,30,20,0.024304081,2,3,NA50,50,30,21,0.113682031,0.05,6,0.1306810517,90,30,21,0.104365413,1.996136157,9,NA87,24,30,18,0.294485138,1.953088153,7,0.47434566399,25,30,18,0.29913539,1.956324903,6,0.36475172887,26,29,18,0.289354409,1.953844122,6,0.3647517285,40,30,21,0.254542178,2,5,0.387835386112,25,29,25,0.291149616,1.738809405,5,0.2349276035,90,30,21,0.100064367,2,8,0.04819141676,0,30,21,0.3,2,4,NA5,90,30,20,0.113347561,2,12,NA5,80,30,20,0.024355633,2,3,-0.73453627395,0,30,19,0.3,2,5,NA12,82,30,22,0.118103884,0.433545639,12,NA78,0,30,23,0.3,2,4,NA101,0,30,19,0.296318942,1.728587212,7,NA8,64,30,21,0.261277367,2,5,-0.19057116686,0,30,24,0.260343535,1.237024494,5,NA79,0,30,24,0.3,1.487988411,5,NA54,20,30,21,0.244748709,1.156327063,5,0.3305589675,0,29,20,0.024286203,2,3,0.761608719102,90,30,21,0.265837634,1.584437871,5,NA5,90,30,22,0.091354766,2,9,0.58213652299,0,30,20,0.287476255,0.66477879,5,NA21,59,30,20,0.090055227,2,9,-0.03443391394,27,30,17,0.3,1.911601611,6,0.36475172814,73,30,21,0.09050387,2,8,0.012511099126,90,30,21,0.3,1.824019367,5,NA126,0,30,21,0.278660332,1.783632177,5,NA104,0,30,23,0.279805086,1.956939734,5,NA5,0,30,20,0.269666614,1.890191647,5,NA5,0,30,20,0.031051308,1.999997813,3,0.7536836065,90,30,21,0.119941386,2,8,0.0481914165,46,30,21,0.267506656,2,4,0.4654202085,0,30,20,0.074145775,1.999999964,3,NA5,0,30,20,0.024235927,2,3,0.9363872415,90,30,21,0.087553221,2,9,0.7624200975,90,30,21,0.102304655,2,9,0.76242009773,29,30,23,0.292554247,2,5,0.2349276035,90,30,21,0.100225808,2,9,0.76242009767,49,30,21,0.254659951,1.455270548,5,0.1486662825,90,30,21,0.099378158,2,6,0.1550186525,90,30,21,0.104448318,2,11,0.0452000235,88,30,21,0.116449041,1.928097055,9,0.4285570635,0,30,20,0.026959949,2,4,0.4249303755,90,30,21,0.105579215,2,9,0.76242009791,24,30,18,0.296359867,1.528805514,12,0.1301345135,90,30,21,0.114804921,1.99949618,12,0.5701896195,46,30,21,0.269526405,2,5,0.4732153545,47,30,21,0.181097739,1.634891368,5,0.073315944126,21,30,21,0.287265803,1.514086198,4,0.35541249126,37,30,21,0.3,2,4,0.349118264126,36,30,23,0.3,0.05,5,-0.117881422126,44,30,23,0.256292536,0.05,5,-0.311591654126,41,30,23,0.296421204,1.342011241,5,0.23492760356,28,30,20,0.023466439,1.506647202,3,-0.76514917471,0,30,17,0.26324915,1.939314587,6,NA60,0,30,18,0.298225223,0.05,7,NA126,53,30,18,0.282447314,2,5,NA76,0,30,22,0.283613292,2,5,NA126,0,30,20,0.296497141,2,5,NA51,51,30,24,0.298839703,2,5,0.23492760368,0,30,20,0.287413314,2,5,NA126,0,30,21,0.294536963,0.05,5,NA126,0,30,24,0.3,0.429557637,5,NA95,24,30,18,0.3,1.954879854,7,0.474345663110,25,30,21,0.291066209,1.739184348,5,0.37852362398,25,30,21,0.289321989,1.854983316,4,0.35541249117,32,30,16,0.28519559,2,7,-0.069189065,90,30,21,0.160126167,2,8,-0.1212705774,35,30,16,0.2779215,1.721459819,5,-0.170314977126,50,29,21,0.3,0.619986375,6,NA5,7,30,20,0,2,3,-0.30228254598,26,30,18,0.286607361,1.710133737,7,0.474345663126,32,30,17,0.196649471,2,4,-0.25847135,50,30,21,0.137602058,0.05,6,0.302009085,35,30,21,0.248580545,0.05,5,0.032705997126,27,30,23,0.3,2,4,0.2335693978,18,12,38,0.293626257,1.617865068,20,NA126,58,30,14,0.3,1.254740678,5,NA27,0,30,25,0.233107738,2,8,NA126,0,30,17,0.3,2,8,NA5,5,30,18,0.3,0.05,6,NA117,37,30,21,0.270141696,2,5,0.373404766126,58,30,18,0.3,0.05,7,NA126,43,30,23,0.3,2,6,-0.091011289126,42,30,21,0.260488404,0.05,5,0.3397418125,47,30,21,0.236293146,2,5,0.39205489631,74,30,22,0.3,2,4,NA126,41,30,21,0.3,2,5,0.378523623126,28,30,18,0.185975912,0.05,5,-0.743882967,81,30,17,0.2289126,2,3,NA126,60,30,17,0.3,2,8,NA5,90,30,22,0.080284308,2,7,0.052602379126,0,30,18,0.256805398,2,7,NA5,0,30,21,0,2,3,-0.318160869126,90,30,25,0.3,0.05,8,NA5,0,30,19,0,2,4,-0.5909898915,90,30,21,0.084224543,2,7,0.4576859755,0,30,20,0.016139936,2,3,0.644861766126,90,30,21,0.192411284,2,11,NA5,90,30,21,0.05699264,2,6,-0.096971467126,0,30,17,0.218082221,2,5,NA126,0,30,17,0.3,2,3,NA126,0,30,24,0.249832823,2,6,NA126,90,30,22,0.206520433,2,7,NA5,0,30,23,0.273119575,0.756552628,5,NA126,90,30,21,0.140579061,2,6,NA5,0,30,23,0.1895673,2,5,NA126,0,30,20,0.275696252,0.05,6,NA126,90,30,21,0.027423898,2,7,NA126,0,30,22,0.285011166,2,4,NA5,0,30,21,0.15595864,1.306829678,7,NA5,90,30,21,0.137334151,2,5,-0.27727434126,0,30,21,0.254236585,0.05,7,NA5,90,30,21,0.168709592,2,3,-0.2261002595,90,30,22,0.165594927,2,4,-0.13269178126,90,30,21,0.289119783,2,5,NA126,90,30,21,0.168548232,2,8,NA58,0,30,21,0.3,2,5,NA126,0,30,26,0.3,2,8,NA126,90,30,23,0.299609865,2,4,NA5,90,30,21,0.11850398,2,6,0.1550186525,90,30,24,0.280847578,0.05,6,NA126,0,30,21,0.253032738,2,5,NA19,90,30,21,0.123706575,2,3,NA126,0,30,21,0.18953507,2,6,NA5,90,30,21,0.273208086,0.59349888,4,NA5,0,30,14,0.3,2,8,NA50,7,30,12,0.3,2,3,NA126,0,30,17,0.206024852,2,7,NA126,18,30,17,0.244286754,2,3,0.202217271126,57,30,15,0.292759183,2,6,NA5,90,30,21,0.201421761,2,4,-0.139820788126,90,30,16,0.3,2,8,NA5,0,30,20,0,2,5,0.155332733126,0,30,22,0.3,1.532409722,3,NA126,29,30,17,0.3,1.687125583,7,0.225524745118,13,30,24,0.3,2,4,NA124,25,30,21,0.3,2,4,0.349118264101,11,30,22,0.3,2,5,NA105,36,30,16,0.3,2,6,0.364751728103,19,30,18,0.3,1.016341835,7,0.351188302104,17,30,16,0.3,1.581369363,5,-0.10713845879,28,30,13,0.3,2,4,0.13568667194,48,30,18,0.3,2,4,-0.196430375105,25,30,19,0.3,2,6,0.11314499684,29,30,22,0.3,2,4,0.238546925102,19,30,17,0.3,0.05,6,NA104,10,30,26,0.3,0.05,3,NA103,14,30,25,0.3,2,6,NA102,22,30,5,0.3,1.012591567,6,0.06340627594,28,30,18,0.287267084,1.905841642,6,0.364751728100,27,30,16,0.242968256,1.521293967,6,0.316466764104,18,30,21,0.282507327,1.912888317,5,0.297061404108,28,30,14,0.3,1.667993263,7,-0.0691890696,23,30,17,0.288995422,1.539818057,4,-0.100402465103,26,30,25,0.290998543,1.551357657,7,-0.209058603100,25,30,18,0.273736815,1.665445503,6,0.364751728116,21,30,19,0.289862202,1.46741648,5,-0.302662639104,21,30,23,0.26829996,1.4266285,5,0.19889797397,16,28,17,0.3,1.493521043,7,NA102,35,30,20,0.3,1.480346449,5,-0.099578492104,18,30,23,0.3,1.625270641,5,0.29706140434,13,17,41,0.042896533,1.495726676,3,NA104,23,30,18,0.295857635,1.464959198,6,0.36475172873,37,17,3,0.101066169,0.437502104,17,-0.178707373126,70,24,44,0.226451658,1.224601575,20,NA27,84,27,33,0.153931972,1.653821064,15,NA54,14,22,61,0.142891727,1.991443953,13,NA42,57,18,30,0.004194858,0.546917339,5,-0.097127667104,28,30,13,0.286400737,1.292635684,7,-0.0691890612,10,12,23,0.212108948,0.1316645,8,NA91,48,13,48,0.070314539,0.892894244,11,-0.095171029