The invention discloses a quantitative transaction strategy generation method and device, equipment, a storage medium and a product, and relates to the technical field of financial investment, and the method comprises the steps: carrying out the constraint of
genetic programming according to a preset grammar rule corresponding to a preset investment idea; generating a
feature set strategy through the constrained
genetic programming; optimizing a
feature set strategy through a
reinforcement learning module; and the optimal strategy is fed back to the constrained
genetic programming for screening, and a quantitative transaction strategy is obtained. According to the method, the genetic
programming is constrained according to the grammar rule corresponding to the investment concept, the search space of the genetic
programming is effectively
cut through the grammar, the rationality of the combination is ensured, and the computing
power consumption is reduced; according to the method, omission of rule strategies in a search space is eliminated through
reinforcement learning, effective feature sets are optimized, computing
power consumption is further reduced, therefore, better transaction strategies can be generated, and the automatic process from the features to the strategies is superior to the manual process depending on personal experience.