Algo Optimization Framework - Githubissues

warren-oneill / powerline

Extension to the zipline library for the German EPEX and EEX energy markets

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Algo Optimization Framework #3

Open warren-oneill opened 9 years ago

warren-oneill commented 9 years ago

Purpose

Implement an optimization framework in Powerline and add a basic optimization algo.

Level of Ready

Merging of zipline Param Branch
Tasks
design + implement Optimization Framework structure
Implement basic rolling grid search (possibly using scikit-learn)
Level of Done

dhexus commented 8 years ago

Currently on hold. Note that pagmo https://github.com/esa/pagmo and its Python alter ego PyGMO look promising.