/LCBT

Lending Club Backtesting Genetic Algorithm

Primary LanguagePHP

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,,