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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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13
examples/benchmarks/LightGBM/workflow_config_lightgbm_multi_freq.yaml
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@@ -36,13 +36,16 @@ 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:
class: LGBModel class: LGBModel