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add exchange kwargs

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This commit is contained in:
wangwenxi.handsome
2021-06-29 21:34:36 +08:00
committed by you-n-g
parent 267ee3555d
commit 93796bdcef
25 changed files with 152 additions and 2 deletions
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6
examples/benchmarks/DoubleEnsemble/workflow_config_doubleensemble_Alpha158.yaml
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@@ -23,6 +23,12 @@ port_analysis_config: &port_analysis_config
end_time: 2020-08-01
account: 100000000
benchmark: *benchmark
exchange_kwargs:
limit_threshold: 0.095
deal_price: close
open_cost: 0.0005
close_cost: 0.0015
min_cost: 5
task:
model:
class: DEnsembleModel

8
examples/benchmarks/DoubleEnsemble/workflow_config_doubleensemble_Alpha360.yaml
View File

@@ -30,6 +30,12 @@ port_analysis_config: &port_analysis_config
end_time: 2020-08-01
account: 100000000
benchmark: *benchmark
exchange_kwargs:
limit_threshold: 0.095
deal_price: close
open_cost: 0.0005
close_cost: 0.0015
min_cost: 5
task:
model:
class: DEnsembleModel
@@ -88,7 +94,7 @@ task:
dataset: <DATASET>
- class: SigAnaRecord
module_path: qlib.workflow.record_temp
kwargs:
kwargs:
ana_long_short: False
ann_scaler: 252
model: <MODEL>