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robo-dividend
Commit 24827f2c authored by stephen.wang's avatar stephen.wang
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更新config -> 換數位部的API(基金數據源)/新增emmarket_prr5

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config-emmarket_prr4.yml
View file @ 24827f2c
......@@ -42,7 +42,7 @@ py-jftech:
hold-report: portfolios.holder.DivHoldReportor
mpt: portfolios.builder.PoemARCPortfoliosBuilder # RiskParityARCPortfoliosBuilder/PoemARCPortfoliosBuilder
dividend-holder: portfolios.holder.InvTrustPortfoliosHolder
navs-sync: basic.sync.FundNavSync
navs-sync: basic.sync.TWFundNavSync
email:
server: smtphz.qiye.163.com
user: jft-ra@thizgroup.com
......@@ -253,7 +253,7 @@ robo-executor: # 执行器相关
sync-data: ${SYNC_DATA:on} # 是否开启同步资料数据
backtest: # 回测执行器相关
start-date: 2013-01-02 # 回测起始日期
end-date: 2025-08-01 # 回测截止日期
end-date: 2025-11-26 # 回测截止日期
sealing-period: 10 #调仓封闭期
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
......
config-emmarket_prr5.yml 0 → 100644
View file @ 24827f2c
This diff is collapsed.
config-industryfund.yml
View file @ 24827f2c
......@@ -42,7 +42,7 @@ py-jftech:
hold-report: portfolios.holder.DivHoldReportor
mpt: portfolios.builder.PoemARCPortfoliosBuilder # PoemARCPortfoliosBuilder, RiskParityARCPortfoliosBuilder
dividend-holder: portfolios.holder.InvTrustPortfoliosHolder
navs-sync: basic.sync.FundNavSync
navs-sync: basic.sync.TWFundNavSync
email:
server: smtphz.qiye.163.com
user: jft-ra@thizgroup.com
......@@ -245,7 +245,7 @@ robo-executor: # 执行器相关
sync-data: ${SYNC_DATA:on} # 是否开启同步资料数据
backtest: # 回测执行器相关
start-date: 2013-01-02 # 回测起始日期
end-date: 2025-08-01 # 回测截止日期
end-date: 2025-11-26 # 回测截止日期
sealing-period: 10 #调仓封闭期
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
......
config-lowrisk_rr3.yml
View file @ 24827f2c
......@@ -42,7 +42,7 @@ py-jftech:
hold-report: portfolios.holder.DivHoldReportor
mpt: portfolios.builder.RiskParityARCPortfoliosBuilder # PoemARCPortfoliosBuilder,RiskParityARCPortfoliosBuilder
dividend-holder: portfolios.holder.InvTrustPortfoliosHolder
navs-sync: basic.sync.FundNavSync
navs-sync: basic.sync.TWFundNavSync
email:
server: smtphz.qiye.163.com
user: jft-ra@thizgroup.com
......@@ -259,7 +259,7 @@ robo-executor: # 执行器相关
sync-data: ${SYNC_DATA:on} # 是否开启同步资料数据
backtest: # 回测执行器相关
start-date: 2013-01-02 # 回测起始日期
end-date: 2025-08-01 # 回测截止日期
end-date: 2025-11-26 # 回测截止日期
sealing-period: 10 #调仓封闭期
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
......
config-mdis_prr3.yml
View file @ 24827f2c
......@@ -42,7 +42,7 @@ py-jftech:
hold-report: portfolios.holder.DivHoldReportor
mpt: portfolios.builder.PoemARCPortfoliosBuilder # RiskParityARCPortfoliosBuilder/PoemARCPortfoliosBuilder
dividend-holder: portfolios.holder.InvTrustPortfoliosHolder
navs-sync: basic.sync.FundNavSync
navs-sync: basic.sync.TWFundNavSync
email:
server: smtphz.qiye.163.com
user: jft-ra@thizgroup.com
......@@ -251,7 +251,7 @@ robo-executor: # 执行器相关
sync-data: ${SYNC_DATA:on} # 是否开启同步资料数据
backtest: # 回测执行器相关
start-date: 2013-01-02 # 回测起始日期
end-date: 2025-08-01 # 回测截止日期
end-date: 2025-11-26 # 回测截止日期
sealing-period: 10 #调仓封闭期
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
......
config-usmarket_prr4.yml
View file @ 24827f2c
......@@ -42,7 +42,7 @@ py-jftech:
hold-report: portfolios.holder.DivHoldReportor
mpt: portfolios.builder.PoemARCPortfoliosBuilder
dividend-holder: portfolios.holder.InvTrustPortfoliosHolder
navs-sync: basic.sync.FundNavSync
navs-sync: basic.sync.TWFundNavSync
email:
server: smtphz.qiye.163.com
user: jft-ra@thizgroup.com
......@@ -250,7 +250,7 @@ robo-executor: # 执行器相关
sync-data: ${SYNC_DATA:on} # 是否开启同步资料数据
backtest: # 回测执行器相关
start-date: 2013-01-02 # 回测起始日期
end-date: 2025-08-01 # 回测截止日期
end-date: 2025-11-26 # 回测截止日期
sealing-period: 10 #调仓封闭期
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
......
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