Commit 12faa746 authored by stephen.wang's avatar stephen.wang

更新6组config

--Brody
parent 119de222
...@@ -221,9 +221,8 @@ reports: # 报告模块相关 ...@@ -221,9 +221,8 @@ reports: # 报告模块相关
- daily-signal-report - daily-signal-report
# - daily-mpt-report # - daily-mpt-report
email: email:
receives: receives: ${REAL_EMAIL_RECEIVES:['brody_wu@chifufund.com']}
- brody_wu@chifufund.com copies: ${REAL_EMAIL_COPIES:['wenwen.tang@thizgroup.com']}
copies: ${DAILY_EMAIL_COPIES}
subject: subject:
# default: "EMFoF_prr4(實盤)-每日投組推薦_{today}" # default: "EMFoF_prr4(實盤)-每日投組推薦_{today}"
rebalance: "EMFoF_prr4(實盤)-每月投組推薦_{today}" rebalance: "EMFoF_prr4(實盤)-每月投組推薦_{today}"
...@@ -262,7 +261,7 @@ reports: # 报告模块相关 ...@@ -262,7 +261,7 @@ reports: # 报告模块相关
subject: "SVROBO6-实盘版-每日监测_{today}" subject: "SVROBO6-实盘版-每日监测_{today}"
content: "Dear All: 附件是今天生成的监测数据,請驗收,謝謝! 注>:該郵件為自動發送,如有問題請聯繫矽谷團隊 telan_qian@chifufund.com" content: "Dear All: 附件是今天生成的监测数据,請驗收,謝謝! 注>:該郵件為自動發送,如有問題請聯繫矽谷團隊 telan_qian@chifufund.com"
robo-executor: # 执行器相关 robo-executor: # 执行器相关
use: ${ROBO_EXECUTOR:backtest} # 执行哪个执行器,优先取系统环境变量ROBO_EXECUTOR的值,默认backtest use: ${ROBO_EXECUTOR:real} # 执行哪个执行器,优先取系统环境变量ROBO_EXECUTOR的值,默认backtest
sync-data: ${SYNC_DATA:on} # 是否开启同步资料数据 sync-data: ${SYNC_DATA:on} # 是否开启同步资料数据
backtest: # 回测执行器相关 backtest: # 回测执行器相关
start-date: 2013-01-02 # 回测起始日期 start-date: 2013-01-02 # 回测起始日期
......
...@@ -206,9 +206,8 @@ reports: # 报告模块相关 ...@@ -206,9 +206,8 @@ reports: # 报告模块相关
- daily-signal-report - daily-signal-report
# - daily-mpt-report # - daily-mpt-report
email: email:
receives: receives: ${REAL_EMAIL_RECEIVES:['brody_wu@chifufund.com']}
- brody_wu@chifufund.com copies: ${REAL_EMAIL_COPIES:['wenwen.tang@thizgroup.com']}
copies: ${DAILY_EMAIL_COPIES}
subject: subject:
# default: "ROBO6_TAIBEI-实盘版-每日投組推薦_{today}" # default: "ROBO6_TAIBEI-实盘版-每日投組推薦_{today}"
rebalance: "IndustryFoF_prr5(實盤)-每月投組推薦_{today}" rebalance: "IndustryFoF_prr5(實盤)-每月投組推薦_{today}"
...@@ -247,7 +246,7 @@ reports: # 报告模块相关 ...@@ -247,7 +246,7 @@ reports: # 报告模块相关
subject: "SVROBO6-实盘版-每日监测_{today}" subject: "SVROBO6-实盘版-每日监测_{today}"
content: "Dear All: 附件是今天生成的监测数据,請驗收,謝謝! 注>:該郵件為自動發送,如有問題請聯繫矽谷團隊 telan_qian@chifufund.com" content: "Dear All: 附件是今天生成的监测数据,請驗收,謝謝! 注>:該郵件為自動發送,如有問題請聯繫矽谷團隊 telan_qian@chifufund.com"
robo-executor: # 执行器相关 robo-executor: # 执行器相关
use: ${ROBO_EXECUTOR:backtest} # 执行哪个执行器,优先取系统环境变量ROBO_EXECUTOR的值,默认backtest use: ${ROBO_EXECUTOR:real} # 执行哪个执行器,优先取系统环境变量ROBO_EXECUTOR的值,默认backtest
sync-data: ${SYNC_DATA:on} # 是否开启同步资料数据 sync-data: ${SYNC_DATA:on} # 是否开启同步资料数据
backtest: # 回测执行器相关 backtest: # 回测执行器相关
start-date: 2013-01-02 # 回测起始日期 start-date: 2013-01-02 # 回测起始日期
......
...@@ -221,19 +221,17 @@ reports: # 报告模块相关 ...@@ -221,19 +221,17 @@ reports: # 报告模块相关
# - month-div-rate-report # 月度配息率比较 # - month-div-rate-report # 月度配息率比较
# - year-div-rate-report # 年度配息率比较 # - year-div-rate-report # 年度配息率比较
real-daily: real-daily:
file-name: SteadyFoF_prr3(實盤)-每月投組推薦 file-name: LowriskFoF_rr3(實盤)-每月投組推薦
include-report: include-report:
# - daily-hold-report # - daily-hold-report
- daily-signal-report - daily-signal-report
# - daily-mpt-report # - daily-mpt-report
email: email:
receives: receives: ${REAL_EMAIL_RECEIVES:['brody_wu@chifufund.com']}
- brody_wu@chifufund.com copies: ${REAL_EMAIL_COPIES:['wenwen.tang@thizgroup.com']}
copies:
- wenwen.tang@thizgroup.com
subject: subject:
# default: "SteadyFoF_prr3(實盤)-每日投組推薦_{today}" # default: "LowriskFoF_rr3(實盤)-每日投組推薦_{today}"
rebalance: "SteadyFoF_prr3(實盤)-每月投組推薦_{today}" rebalance: "LowriskFoF_rr3(實盤)-每月投組推薦_{today}"
content: content:
# default: "Dear All: 附檔為今日投資組合推薦,請驗收,謝謝! 注>:該郵件為自動發送,如有問題請聯繫矽谷團隊 brody_wu@chifufund.com" # default: "Dear All: 附檔為今日投資組合推薦,請驗收,謝謝! 注>:該郵件為自動發送,如有問題請聯繫矽谷團隊 brody_wu@chifufund.com"
rebalance: "Dear All: 附檔為每月投資組合推薦,請驗收,謝謝! 注>:該郵件為自動發送,如有問題請聯繫矽谷團隊 brody_wu@chifufund.com" rebalance: "Dear All: 附檔為每月投資組合推薦,請驗收,謝謝! 注>:該郵件為自動發送,如有問題請聯繫矽谷團隊 brody_wu@chifufund.com"
...@@ -269,13 +267,13 @@ reports: # 报告模块相关 ...@@ -269,13 +267,13 @@ reports: # 报告模块相关
subject: "SVROBO6-实盘版-每日监测_{today}" subject: "SVROBO6-实盘版-每日监测_{today}"
content: "Dear All: 附件是今天生成的监测数据,請驗收,謝謝! 注>:該郵件為自動發送,如有問題請聯繫矽谷團隊 telan_qian@chifufund.com" content: "Dear All: 附件是今天生成的监测数据,請驗收,謝謝! 注>:該郵件為自動發送,如有問題請聯繫矽谷團隊 telan_qian@chifufund.com"
robo-executor: # 执行器相关 robo-executor: # 执行器相关
use: ${ROBO_EXECUTOR:backtest} # 执行哪个执行器,优先取系统环境变量ROBO_EXECUTOR的值,默认backtest use: ${ROBO_EXECUTOR:real} # 执行哪个执行器,优先取系统环境变量ROBO_EXECUTOR的值,默认backtest
sync-data: ${SYNC_DATA:on} # 是否开启同步资料数据 sync-data: ${SYNC_DATA:on} # 是否开启同步资料数据
backtest: # 回测执行器相关 backtest: # 回测执行器相关
start-date: 2013-01-02 # 回测起始日期 start-date: 2013-01-02 # 回测起始日期
end-date: 2024-10-01 # 回测截止日期 end-date: 2024-10-01 # 回测截止日期
sealing-period: 10 #调仓封闭期 sealing-period: 10 #调仓封闭期
start-step: ${BACKTEST_START_STEP:2} # 回测从哪一步开始执行 1:计算资产池;2:计算最优投组:3:计算再平衡信号以及持仓投组 start-step: ${BACKTEST_START_STEP:1} # 回测从哪一步开始执行 1:计算资产池;2:计算最优投组:3:计算再平衡信号以及持仓投组
end-step: ${BACKTEST_END_STEP:3} # 回测从哪一步执行完成后结束执行 1:计算资产池;2:计算最优投组:3:计算再平衡信号以及持仓投组 end-step: ${BACKTEST_END_STEP:3} # 回测从哪一步执行完成后结束执行 1:计算资产池;2:计算最优投组:3:计算再平衡信号以及持仓投组
clean-up: off clean-up: off
real: # 实盘执行器 real: # 实盘执行器
......
...@@ -217,10 +217,8 @@ reports: # 报告模块相关 ...@@ -217,10 +217,8 @@ reports: # 报告模块相关
- daily-signal-report - daily-signal-report
# - daily-mpt-report # - daily-mpt-report
email: email:
receives: receives: ${REAL_EMAIL_RECEIVES:['brody_wu@chifufund.com']}
- brody_wu@chifufund.com copies: ${REAL_EMAIL_COPIES:['wenwen.tang@thizgroup.com']}
copies:
- wenwen.tang@thizgroup.com
subject: subject:
# default: "MdisFoF_prr3(實盤)-每日投組推薦_{today}" # default: "MdisFoF_prr3(實盤)-每日投組推薦_{today}"
rebalance: "MdisFoF_prr3(實盤)-每月投組推薦_{today}" rebalance: "MdisFoF_prr3(實盤)-每月投組推薦_{today}"
...@@ -259,7 +257,7 @@ reports: # 报告模块相关 ...@@ -259,7 +257,7 @@ reports: # 报告模块相关
subject: "SVROBO6-实盘版-每日监测_{today}" subject: "SVROBO6-实盘版-每日监测_{today}"
content: "Dear All: 附件是今天生成的监测数据,請驗收,謝謝! 注>:該郵件為自動發送,如有問題請聯繫矽谷團隊 telan_qian@chifufund.com" content: "Dear All: 附件是今天生成的监测数据,請驗收,謝謝! 注>:該郵件為自動發送,如有問題請聯繫矽谷團隊 telan_qian@chifufund.com"
robo-executor: # 执行器相关 robo-executor: # 执行器相关
use: ${ROBO_EXECUTOR:backtest} # 执行哪个执行器,优先取系统环境变量ROBO_EXECUTOR的值,默认backtest use: ${ROBO_EXECUTOR:real} # 执行哪个执行器,优先取系统环境变量ROBO_EXECUTOR的值,默认backtest
sync-data: ${SYNC_DATA:on} # 是否开启同步资料数据 sync-data: ${SYNC_DATA:on} # 是否开启同步资料数据
backtest: # 回测执行器相关 backtest: # 回测执行器相关
start-date: 2013-01-02 # 回测起始日期 start-date: 2013-01-02 # 回测起始日期
......
...@@ -223,10 +223,8 @@ reports: # 报告模块相关 ...@@ -223,10 +223,8 @@ reports: # 报告模块相关
- daily-signal-report - daily-signal-report
# - daily-mpt-report # - daily-mpt-report
email: email:
receives: receives: ${REAL_EMAIL_RECEIVES:['brody_wu@chifufund.com']}
- brody_wu@chifufund.com copies: ${REAL_EMAIL_COPIES:['wenwen.tang@thizgroup.com']}
copies:
- wenwen.tang@thizgroup.com
subject: subject:
# default: "SteadyFoF_prr3(實盤)-每日投組推薦_{today}" # default: "SteadyFoF_prr3(實盤)-每日投組推薦_{today}"
rebalance: "SteadyFoF_prr3(實盤)-每月投組推薦_{today}" rebalance: "SteadyFoF_prr3(實盤)-每月投組推薦_{today}"
...@@ -265,7 +263,7 @@ reports: # 报告模块相关 ...@@ -265,7 +263,7 @@ reports: # 报告模块相关
subject: "SVROBO6-实盘版-每日监测_{today}" subject: "SVROBO6-实盘版-每日监测_{today}"
content: "Dear All: 附件是今天生成的监测数据,請驗收,謝謝! 注>:該郵件為自動發送,如有問題請聯繫矽谷團隊 telan_qian@chifufund.com" content: "Dear All: 附件是今天生成的监测数据,請驗收,謝謝! 注>:該郵件為自動發送,如有問題請聯繫矽谷團隊 telan_qian@chifufund.com"
robo-executor: # 执行器相关 robo-executor: # 执行器相关
use: ${ROBO_EXECUTOR:backtest} # 执行哪个执行器,优先取系统环境变量ROBO_EXECUTOR的值,默认backtest use: ${ROBO_EXECUTOR:real} # 执行哪个执行器,优先取系统环境变量ROBO_EXECUTOR的值,默认backtest
sync-data: ${SYNC_DATA:on} # 是否开启同步资料数据 sync-data: ${SYNC_DATA:on} # 是否开启同步资料数据
backtest: # 回测执行器相关 backtest: # 回测执行器相关
start-date: 2013-01-02 # 回测起始日期 start-date: 2013-01-02 # 回测起始日期
......
...@@ -212,10 +212,8 @@ reports: # 报告模块相关 ...@@ -212,10 +212,8 @@ reports: # 报告模块相关
- daily-signal-report - daily-signal-report
# - daily-mpt-report # - daily-mpt-report
email: email:
receives: receives: ${REAL_EMAIL_RECEIVES:['brody_wu@chifufund.com']}
- brody_wu@chifufund.com copies: ${REAL_EMAIL_COPIES:['wenwen.tang@thizgroup.com']}
copies:
- wenwen.tang@thizgroup.com
subject: subject:
# default: "USFoF_prr4(實盤)-每日投組推薦_{today}" # default: "USFoF_prr4(實盤)-每日投組推薦_{today}"
rebalance: "USFoF_prr4(實盤)-每月投組推薦_{today}" rebalance: "USFoF_prr4(實盤)-每月投組推薦_{today}"
...@@ -254,7 +252,7 @@ reports: # 报告模块相关 ...@@ -254,7 +252,7 @@ reports: # 报告模块相关
subject: "SVROBO6-实盘版-每日监测_{today}" subject: "SVROBO6-实盘版-每日监测_{today}"
content: "Dear All: 附件是今天生成的监测数据,請驗收,謝謝! 注>:該郵件為自動發送,如有問題請聯繫矽谷團隊 telan_qian@chifufund.com" content: "Dear All: 附件是今天生成的监测数据,請驗收,謝謝! 注>:該郵件為自動發送,如有問題請聯繫矽谷團隊 telan_qian@chifufund.com"
robo-executor: # 执行器相关 robo-executor: # 执行器相关
use: ${ROBO_EXECUTOR:backtest} # 执行哪个执行器,优先取系统环境变量ROBO_EXECUTOR的值,默认backtest use: ${ROBO_EXECUTOR:real} # 执行哪个执行器,优先取系统环境变量ROBO_EXECUTOR的值,默认backtest
sync-data: ${SYNC_DATA:on} # 是否开启同步资料数据 sync-data: ${SYNC_DATA:on} # 是否开启同步资料数据
backtest: # 回测执行器相关 backtest: # 回测执行器相关
start-date: 2013-01-02 # 回测起始日期 start-date: 2013-01-02 # 回测起始日期
......
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