From 8c8d1336de2f77cb21cfdf1e3c00bd086befbe46 Mon Sep 17 00:00:00 2001 From: Pengrong Zhu Date: Wed, 6 Oct 2021 17:18:27 +0800 Subject: [PATCH] fix workflow_config_lightgbm_multi_freq.yaml (#635) --- .../workflow_config_lightgbm_multi_freq.yaml | 13 ++++++++----- 1 file changed, 8 insertions(+), 5 deletions(-) diff --git a/examples/benchmarks/LightGBM/workflow_config_lightgbm_multi_freq.yaml b/examples/benchmarks/LightGBM/workflow_config_lightgbm_multi_freq.yaml index 829c87115..89fbcb153 100644 --- a/examples/benchmarks/LightGBM/workflow_config_lightgbm_multi_freq.yaml +++ b/examples/benchmarks/LightGBM/workflow_config_lightgbm_multi_freq.yaml @@ -36,13 +36,16 @@ 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: class: LGBModel