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18 lines
397 B
Python
18 lines
397 B
Python
# Copyright (c) Microsoft Corporation.
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# Licensed under the MIT License.
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from hyperopt import hp
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TopkAmountStrategySpace = {
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"topk": hp.choice("topk", [30, 35, 40]),
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"buffer_margin": hp.choice("buffer_margin", [200, 250, 300]),
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}
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QLibDataLabelSpace = {
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"labels": hp.choice(
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"labels",
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[["Ref($vwap, -2)/Ref($vwap, -1) - 1"], ["Ref($close, -5)/$close - 1"]],
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)
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}
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