ZZZZ - 股票预测 SJTU@DataMining Github Phonicavi | lawinse | Slimpid

回测结果 [点击查看]

1 days interval=1

10 days interval=10

15 days interval=15

30 days interval=30

Random 90%correct-interval=30

交大昂立-600530 interval=1, 10, 15, 30

Top 15 interval=10

Top 15 interval=15

Top 15 interval=30

#code	Predict ROR	Real ROR	Over ROR	f1-score	accuracy	total days
600305	395.08	294.57	1.3412	0.91	0.89	699
600345	522.15	412.84	1.2648	0.87	0.85	700
600466	642.40	642.40	1.0000	1.00	1.00	558
600678	1086.62	1086.89	0.9997	0.87	0.85	600
600868	773.69	774.18	0.9994	0.96	0.96	680
601268	18.88	18.89	0.9992	0.89	0.92	185
601118	506.13	506.80	0.9987	0.87	0.85	692
600662	1454.47	1594.43	0.9122	0.94	0.91	700
600692	590.94	647.84	0.912	0.90	0.87	699
600391	1180.20	1297.94	0.909	0.88	0.87	691
600509	262.90	327.02	0.804	0.80	0.79	695
600493	1497.54	1863.53	0.804	0.92	0.89	691
601106	1143.62	1428.69	0.800	0.78	0.79	699
600826	579.82	724.41	0.800	0.87	0.83	698
601000	552.59	817.66	0.676	0.82	0.79	625