new version

Author: philippe-ostiguy

initialize.py

@@ -46,8 +46,8 @@ def __init__(self):
         self.test_name_ =  '_test'
         #String added to the results file name
 
-        self.training_ = 3 #Lenght in months of training period (put 18)
-        self.test_ = 3 #Lenght in months of testing period (put 9)
+        self.training_ = 18 #Lenght in months of training period (put 18)
+        self.test_ = 9 #Lenght in months of testing period (put 9)
         self.dict_name_ = {self.training_name_:self.training_,self.test_name_:self.test_}
         self.train_param= [] #Optimized training parameters used for the test period
 

optimize/genetic_algorithm.py

@@ -9,7 +9,7 @@ class GenAlgo(PnL):
     """ Genetic algo that return the parameter `self.op_param` and pnl `self.pnl_dict` for the best chromosome
     """
 
-    def __init__(self,self_, min_results = 3, size_population = 10, generations = 3, co_rate = .6,
+    def __init__(self,self_, min_results = 10, size_population = 20, generations = 25, co_rate = .6,
                  mutation_rate = .10, fitness_level = 3):
         """ Setting the parameters here"""