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Lending Club Backtesting Genetic Algorithm
pickledgator/LCBT
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Lending Club Backtester Implements a genetic algorithm to find ideal search filters for investing at lendingclub.com. See corresponding blog post for more information: http://blog.dmpatierno.com/post/3161338411/lending-club-genetic-algorithm The code is kinda sloppy, but maybe someone will find it useful. Requires LoanStats.csv present in the working directory (download from https://www.lendingclub.com/info/download-data.action). Usage: To run the genetic algorithm: > php lcbt.php To test a single filter set: > php lcbt.php ,,,,,,,,,,,,, > php lcbt.php 4,,2,,0,3,4,170,0,0,12,0,,
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