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3c62d131a5
* Migrate amc4th training * Refine RL example scripts * Resolve PR comments Co-authored-by: luocy16 <luocy16@mails.tsinghua.edu.cn>
22 lines
685 B
YAML
22 lines
685 B
YAML
order_file: ./data/backtest_orders.csv
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start_time: "9:45"
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end_time: "14:44"
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qlib:
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provider_uri_1min: ./data/bin
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feature_root_dir: ./data/pickle
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feature_columns_today: [
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"$open", "$high", "$low", "$close", "$vwap", "$volume",
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]
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feature_columns_yesterday: [
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"$open_v1", "$high_v1", "$low_v1", "$close_v1", "$vwap_v1", "$volume_v1",
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]
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exchange:
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limit_threshold: ['$close == 0', '$close == 0']
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deal_price: ["If($close == 0, $vwap, $close)", "If($close == 0, $vwap, $close)"]
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volume_threshold:
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all: ["cum", "0.2 * DayCumsum($volume, '9:45', '14:44')"]
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buy: ["current", "$close"]
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sell: ["current", "$close"]
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strategies: {} # Placeholder
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concurrency: 5
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