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fix backtest yaml

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This commit is contained in:
Young
2021-09-30 18:43:36 +00:00
parent 4099050935
commit 48a860c8b7
3 changed files with 24 additions and 15 deletions
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13
examples/benchmarks/TRA/workflow_config_tra_Alpha158.yaml
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@@ -62,13 +62,16 @@ port_analysis_config: &port_analysis_config
topk: 50 topk: 50
n_drop: 5 n_drop: 5
backtest: backtest:
limit_threshold: 0.095 start_time: 2017-01-01
end_time: 2020-08-01
account: 100000000 account: 100000000
benchmark: *benchmark benchmark: *benchmark
deal_price: close exchange_kwargs:
open_cost: 0.0005 limit_threshold: 0.095
close_cost: 0.0015 deal_price: close
min_cost: 5 open_cost: 0.0005
close_cost: 0.0015
min_cost: 5
task: task:
model: model:

13
examples/benchmarks/TRA/workflow_config_tra_Alpha158_full.yaml
View File

@@ -56,13 +56,16 @@ port_analysis_config: &port_analysis_config
topk: 50 topk: 50
n_drop: 5 n_drop: 5
backtest: backtest:
limit_threshold: 0.095 start_time: 2017-01-01
end_time: 2020-08-01
account: 100000000 account: 100000000
benchmark: *benchmark benchmark: *benchmark
deal_price: close exchange_kwargs:
open_cost: 0.0005 limit_threshold: 0.095
close_cost: 0.0015 deal_price: close
min_cost: 5 open_cost: 0.0005
close_cost: 0.0015
min_cost: 5
task: task:
model: model:

13
examples/benchmarks/TRA/workflow_config_tra_Alpha360.yaml
View File

@@ -56,13 +56,16 @@ port_analysis_config: &port_analysis_config
topk: 50 topk: 50
n_drop: 5 n_drop: 5
backtest: backtest:
limit_threshold: 0.095 start_time: 2017-01-01
end_time: 2020-08-01
account: 100000000 account: 100000000
benchmark: *benchmark benchmark: *benchmark
deal_price: close exchange_kwargs:
open_cost: 0.0005 limit_threshold: 0.095
close_cost: 0.0015 deal_price: close
min_cost: 5 open_cost: 0.0005
close_cost: 0.0015
min_cost: 5
task: task:
model: model: