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robo-dividend
Commit 2b770fb9 authored by jichao's avatar jichao
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抽离framework

parent 3248612c
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config.yml
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...@@ -152,8 +152,8 @@ robo-executor: # 执行器相关 ...@@ -152,8 +152,8 @@ 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:backtest} #执行哪个执行器，优先取系统环境变量ROBO_EXECUTOR的值，默认backtest
backtest: # 回测执行器相关 backtest: # 回测执行器相关
start-date: 2008-01-02 # 回测起始日期 start-date: 2008-01-02 # 回测起始日期
end-date: 2009-01-01 # 回测截止日期 end-date: 2022-11-01 # 回测截止日期
start-step: 4 # 回测从哪一步开始执行 1:计算资产ewma；2:计算资产池；3:计算最优投组：4:计算再平衡信号以及持仓投组 start-step: 1 # 回测从哪一步开始执行 1:计算资产ewma；2:计算资产池；3:计算最优投组：4:计算再平衡信号以及持仓投组
real: # 实盘执行器 real: # 实盘执行器
start-date: 2022-11-01 # 实盘开始时间 start-date: 2022-11-01 # 实盘开始时间
......
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