add exchange kwargs

examples/benchmarks/ALSTM/workflow_config_alstm_Alpha158.yaml

@@ -45,6 +45,12 @@ 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: ALSTM

examples/benchmarks/ALSTM/workflow_config_alstm_Alpha360.yaml

@@ -37,6 +37,12 @@ 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: ALSTM

examples/benchmarks/CatBoost/workflow_config_catboost_Alpha158.yaml

@@ -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: CatBoostModel

examples/benchmarks/CatBoost/workflow_config_catboost_Alpha360.yaml

@@ -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: CatBoostModel

examples/benchmarks/DoubleEnsemble/workflow_config_doubleensemble_Alpha158.yaml

@@ -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

examples/benchmarks/DoubleEnsemble/workflow_config_doubleensemble_Alpha360.yaml

@@ -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

examples/benchmarks/GATs/workflow_config_gats_Alpha158.yaml

@@ -44,6 +44,12 @@ 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: GATs

examples/benchmarks/GATs/workflow_config_gats_Alpha360.yaml

@@ -37,6 +37,12 @@ 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: GATs

examples/benchmarks/GRU/workflow_config_gru_Alpha158.yaml

@@ -45,6 +45,12 @@ 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: GRU

examples/benchmarks/GRU/workflow_config_gru_Alpha360.yaml

@@ -37,6 +37,12 @@ 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: GRU

examples/benchmarks/LSTM/workflow_config_lstm_Alpha158.yaml

@@ -45,6 +45,12 @@ 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: LSTM

examples/benchmarks/LSTM/workflow_config_lstm_Alpha360.yaml

@@ -37,6 +37,12 @@ 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: LSTM

examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml

@@ -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: LGBModel

examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha360.yaml

@@ -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: LGBModel

examples/benchmarks/LightGBM/workflow_config_lightgbm_configurable_dataset.yaml

@@ -38,6 +38,12 @@ 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: LGBModel

examples/benchmarks/Linear/workflow_config_linear_Alpha158.yaml

@@ -37,6 +37,12 @@ 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: LinearModel
@@ -64,7 +70,7 @@ task:
         - class: SigAnaRecord
           module_path: qlib.workflow.record_temp
           kwargs: 
-            ana_long_short: False
+            ana_long_short: True
             ann_scaler: 252
             model: <MODEL>
             dataset: <DATASET>

examples/benchmarks/MLP/workflow_config_mlp_Alpha158.yaml

@@ -50,6 +50,12 @@ 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: DNNModelPytorch

examples/benchmarks/MLP/workflow_config_mlp_Alpha360.yaml

@@ -38,6 +38,12 @@ 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: DNNModelPytorch

examples/benchmarks/SFM/workflow_config_sfm_Alpha360.yaml

@@ -37,6 +37,12 @@ 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: SFM

examples/benchmarks/TCTS/workflow_config_tcts_Alpha360.yaml

@@ -41,6 +41,12 @@ 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: TCTS

examples/benchmarks/TFT/workflow_config_tft_Alpha158.yaml

@@ -25,6 +25,12 @@ 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: TFTModel

examples/benchmarks/TabNet/workflow_config_TabNet_Alpha158.yaml

@@ -37,6 +37,12 @@ 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: TabnetModel

examples/benchmarks/TabNet/workflow_config_TabNet_Alpha360.yaml

@@ -37,6 +37,12 @@ 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: TabnetModel

examples/benchmarks/XGBoost/workflow_config_xgboost_Alpha158.yaml

@@ -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: XGBModel

examples/benchmarks/XGBoost/workflow_config_xgboost_Alpha360.yaml

@@ -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: XGBModel