```
g.N = {'000300.XSHG':18, '000905.XSHG':18, '399006.XSHE':18}# 计算最新斜率slope,拟合度r2参考最近N天
g.M = {'000300.XSHG':700, '000905.XSHG':800, '399006.XSHE':500} # 计算最新标准分zscore,rsrs_score参考 g.slope_series = initial_slope_series() # 除去回测第一天的slope,避免运行时重复加入
g.score_threshold = {'000300.XSHG':0.7, '000905.XSHG':1, '399006.XSHE':0.4} # rsrs标准分指标阈值
```
代码里的这些参数怎么得来的?调参的吗?
2022-04-27