diff --git a/examples/benchmarks/TRA/workflow_config_tra_Alpha158.yaml b/examples/benchmarks/TRA/workflow_config_tra_Alpha158.yaml index 72b900127..f273f62ee 100644 --- a/examples/benchmarks/TRA/workflow_config_tra_Alpha158.yaml +++ b/examples/benchmarks/TRA/workflow_config_tra_Alpha158.yaml @@ -62,13 +62,16 @@ port_analysis_config: &port_analysis_config topk: 50 n_drop: 5 backtest: - limit_threshold: 0.095 + start_time: 2017-01-01 + end_time: 2020-08-01 account: 100000000 benchmark: *benchmark - deal_price: close - open_cost: 0.0005 - close_cost: 0.0015 - min_cost: 5 + exchange_kwargs: + limit_threshold: 0.095 + deal_price: close + open_cost: 0.0005 + close_cost: 0.0015 + min_cost: 5 task: model: diff --git a/examples/benchmarks/TRA/workflow_config_tra_Alpha158_full.yaml b/examples/benchmarks/TRA/workflow_config_tra_Alpha158_full.yaml index 107f58906..8dc82cb99 100644 --- a/examples/benchmarks/TRA/workflow_config_tra_Alpha158_full.yaml +++ b/examples/benchmarks/TRA/workflow_config_tra_Alpha158_full.yaml @@ -56,13 +56,16 @@ port_analysis_config: &port_analysis_config topk: 50 n_drop: 5 backtest: - limit_threshold: 0.095 + start_time: 2017-01-01 + end_time: 2020-08-01 account: 100000000 benchmark: *benchmark - deal_price: close - open_cost: 0.0005 - close_cost: 0.0015 - min_cost: 5 + exchange_kwargs: + limit_threshold: 0.095 + deal_price: close + open_cost: 0.0005 + close_cost: 0.0015 + min_cost: 5 task: model: diff --git a/examples/benchmarks/TRA/workflow_config_tra_Alpha360.yaml b/examples/benchmarks/TRA/workflow_config_tra_Alpha360.yaml index 191aef53d..bd5b132ee 100644 --- a/examples/benchmarks/TRA/workflow_config_tra_Alpha360.yaml +++ b/examples/benchmarks/TRA/workflow_config_tra_Alpha360.yaml @@ -56,13 +56,16 @@ port_analysis_config: &port_analysis_config topk: 50 n_drop: 5 backtest: - limit_threshold: 0.095 + start_time: 2017-01-01 + end_time: 2020-08-01 account: 100000000 benchmark: *benchmark - deal_price: close - open_cost: 0.0005 - close_cost: 0.0015 - min_cost: 5 + exchange_kwargs: + limit_threshold: 0.095 + deal_price: close + open_cost: 0.0005 + close_cost: 0.0015 + min_cost: 5 task: model: