This generic genetic algorithm can be used in a variety of fields for optimization. It includes the basis for genetic algorithms and can also be used for constrained optimization. In the demo, it minimizes an easy sphere function but I use it currently to optimize trading strategies (inconsistent function). Try it on your own with other functions from Test functions for optimization
These instructions will get you a copy of the project up and running on your local machine for demo purposes.
pip2 install numpy
python2 genetic_algorithm.py
- Julian Streibel julianstreibel