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Docs improvement of backtest (#885)

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* Docs improvement of backtest

* Update strategy.rst
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you-n-g
2022-01-26 19:59:59 +08:00
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docs/component/strategy.rst
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@@ -192,6 +192,14 @@ Running backtest
qlib.init(provider_uri=<qlib data dir>) qlib.init(provider_uri=<qlib data dir>)
CSI300_BENCH = "SH000300" CSI300_BENCH = "SH000300"
# Benchmark is for calculating the excess return of your strategy.
# Its data format will be like **ONE normal instrument**.
# For example, you can query its data with the code below
# `D.features(["SH000300"], ["$close"], start_time='2010-01-01', end_time='2017-12-31', freq='day')`
# It is different from the argument `market`, which indicates a universe of stocks (e.g. **A SET** of stocks like csi300)
# For example, you can query all data from a stock market with the code below.
# ` D.features(D.instruments(market='csi300'), ["$close"], start_time='2010-01-01', end_time='2017-12-31', freq='day')`
FREQ = "day" FREQ = "day"
STRATEGY_CONFIG = { STRATEGY_CONFIG = {
"topk": 50, "topk": 50,