将深度强化学习植入网格交易中,在交易过程中优化参数。
2012.11.9—2022.11.9,十年时间,2,600 usd—63,466,895 usd,实现24410倍收益。年化118%
1.对服务器要求较高,使用12th i9 服务器较好。
2.实盘会与回测有一定差距,明年的实盘中,可能会将参数调保守30%,即年化83%.
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