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fix workflow_config_lightgbm_multi_freq.yaml (#635)

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Pengrong Zhu
2021-10-06 17:18:27 +08:00
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parent d01de411a8
commit 8c8d1336de
1 changed files with 8 additions and 5 deletions
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5
examples/benchmarks/LightGBM/workflow_config_lightgbm_multi_freq.yaml
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@@ -36,9 +36,12 @@ 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
exchange_kwargs:
limit_threshold: 0.095
deal_price: close deal_price: close
open_cost: 0.0005 open_cost: 0.0005
close_cost: 0.0015 close_cost: 0.0015