Contents Backtest/

• fitness.py: Evaluates trade performance to calculate fitness score for GA
• trade.py: Executes backtesting for a trading strategy

Data_Process/

• Data cleaning scripts for preparing FX data

DC/

• DC_Transformer.py: Transforms time series data to intrinsic time series

GA/

• Genetic algorithm components, operators, and engine

Strategy/

• Implementations of various trading strategies, including benchmarks

Experiment/

• Output logs from experiments

Usage

1. Use calc_r.py to estimate r ratios for dataset and thresholds
2. Run engine.py to find optimal parameters for DC strategies via GA
3. Run backtesting.py to backtest optimized strategies on data