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update backtest time range

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bxdd
2021-06-14 22:31:31 +08:00
parent f78e90171b
commit 9e45528165
1 changed files with 6 additions and 6 deletions
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12
examples/nested_decision_execution/workflow.py
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@@ -19,10 +19,10 @@ class NestedDecisonExecutionWorkflow:
benchmark = "SH000300" benchmark = "SH000300"
data_handler_config = { data_handler_config = {
"start_time": "2010-01-01", "start_time": "2008-01-01",
"end_time": "2021-05-28", "end_time": "2021-05-28",
"fit_start_time": "2010-01-01", "fit_start_time": "2008-01-01",
"fit_end_time": "2017-12-31", "fit_end_time": "2014-12-31",
"instruments": market, "instruments": market,
} }
@@ -52,9 +52,9 @@ class NestedDecisonExecutionWorkflow:
"kwargs": data_handler_config, "kwargs": data_handler_config,
}, },
"segments": { "segments": {
"train": ("2010-01-01", "2017-12-31"), "train": ("2007-01-01", "2014-12-31"),
"valid": ("2018-01-01", "2019-12-31"), "valid": ("2015-01-01", "2016-12-31"),
"test": ("2020-01-01", "2021-05-28"), "test": ("2020-09-01", "2021-05-28"),
}, },
}, },
}, },