order_file: ./data/backtest_orders.csv
start_time: "9:45"
end_time: "14:44"
qlib:
  provider_uri_1min: ./data/bin
  feature_root_dir: ./data/pickle
  feature_columns_today: [
    "$open", "$high", "$low", "$close", "$vwap", "$volume",
  ]
  feature_columns_yesterday: [
    "$open_v1", "$high_v1", "$low_v1", "$close_v1", "$vwap_v1", "$volume_v1",
  ]
exchange:
  limit_threshold: ['$close == 0', '$close == 0']
  deal_price: ["If($close == 0, $vwap, $close)", "If($close == 0, $vwap, $close)"]
  volume_threshold:
    all: ["cum", "0.2 * DayCumsum($volume, '9:45', '14:44')"]
    buy: ["current", "$close"]
    sell: ["current", "$close"]
strategies: {}  # Placeholder
concurrency: 5