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7f1e8c5206
* wip * wip * wip * Fix naming errors * Backtest test passed * Why training stuck? * Minor * Refine train configs * Use dummy in training * Remove pickle_dataframe * CI * CI * Add more strict condition to filter orders * Pass test * Add TODO in example --------- Co-authored-by: Young <afe.young@gmail.com>
21 lines
467 B
YAML
Executable File
21 lines
467 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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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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