Merge pull request #650 from microsoft/backtest_improve

Improve the backtest design and APIs
2026-06-06 05:51:17 +08:00 · 2021-11-08 09:10:33 +08:00
parent b18132dce1 3fa48d7017
commit 7800dd4ec9
65 changed files with 947 additions and 286 deletions
--- a/docs/component/workflow.rst
+++ b/docs/component/workflow.rst
@@ -53,6 +53,9 @@ Below is a typical config file of ``qrun``.
            kwargs:
                topk: 50
                n_drop: 5
+                signal:
+                    - <MODEL> 
+                    - <DATASET>
        backtest:
            limit_threshold: 0.095
            account: 100000000
@@ -240,6 +243,9 @@ The following script is the configuration of `backtest` and the `strategy` used
            kwargs:
                topk: 50
                n_drop: 5
+                signal:
+                    - <MODEL> 
+                    - <DATASET>
        backtest:
            limit_threshold: 0.095
            account: 100000000