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examples/estimator/estimator_config.yaml

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+experiment:
+  name: estimator_example
+  observer_type: file_storage
+  mode: train
+
+model:
+  class: LGBModel
+  module_path: qlib.contrib.model.gbdt
+  args:
+    loss: mse
+    colsample_bytree: 0.8879
+    learning_rate: 0.0421
+    subsample: 0.8789
+    lambda_l1: 205.6999
+    lambda_l2: 580.9768
+    max_depth: 8
+    num_leaves: 64
+    num_threads: 20
+    min_data_in_leaf: 10
+data:
+  class: QLibDataHandlerClose
+  args:
+    dropna_label: True
+  filter:
+    market: csi300
+trainer:
+  class: StaticTrainer
+  args:
+    train_start_date: 2008-01-01
+    train_end_date: 2014-12-31
+    validate_start_date: 2015-01-01
+    validate_end_date: 2016-12-31
+    test_start_date: 2017-01-01
+    test_end_date: 2020-08-01
+strategy:
+  class: TopkDropoutStrategy
+  args:
+    topk: 50
+    n_drop: 5
+backtest:
+  normal_backtest_args:
+    verbose: False
+    limit_threshold: 0.095
+    account: 100000000
+    benchmark: SH000300
+    deal_price: close
+    open_cost: 0.0005
+    close_cost: 0.0015
+    min_cost: 5
+
+qlib_data:
+  # when testing, please modify the following parameters according to the specific environment
+  provider_uri: "~/.qlib/qlib_data/cn_data"
+  region: "cn"
+  redis_port: 4312