1
0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-06 20:41:09 +08:00

update backtest

This commit is contained in:
bxdd
2021-01-18 21:25:04 +09:00
committed by you-n-g
parent 917261dbf6
commit 0e0970f06e
5 changed files with 97 additions and 269 deletions

View File

@@ -98,6 +98,7 @@ if __name__ == "__main__":
"open_cost": 0.0005,
"close_cost": 0.0015,
"min_cost": 5,
"return_order": True,
},
}