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: 210
    num_threads: 20
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"