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22 lines
492 B
YAML
Executable File
22 lines
492 B
YAML
Executable File
order_file: ./data/orders/test_orders.pkl
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start_time: "9:30"
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end_time: "14:54"
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data_granularity: "5min"
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qlib:
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provider_uri_5min: ./data/bin/
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exchange:
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limit_threshold: null
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deal_price: ["$close", "$close"]
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volume_threshold: null
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strategies:
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1day:
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class: TWAPStrategy
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kwargs: {}
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module_path: qlib.contrib.strategy.rule_strategy
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30min:
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class: TWAPStrategy
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kwargs: {}
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module_path: qlib.contrib.strategy.rule_strategy
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concurrency: 16
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output_dir: outputs/twap/
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