Commit c42d36f3 authored by jichao's avatar jichao

定版

parent a83eb3ad
......@@ -224,7 +224,7 @@ reports: # 报告模块相关
- fixed-range-report # 固定区间收益报告
- relative-range-report # 相对区间收益报告
robo-executor: # 执行器相关
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
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
sync-data: ${SYNC_DATA:off} # 是否开启同步资料数据
backtest: # 回测执行器相关
start-date: 2008-01-02 # 回测起始日期
......@@ -233,7 +233,7 @@ robo-executor: # 执行器相关
end-step: ${BACKTEST_END_STEP:4} # 回测从哪一步执行完成后结束执行 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
clean-up: on
real: # 实盘执行器
start-date: 2008-01-02 # 实盘开始时间
start-date: 2022-11-01 # 实盘开始时间
include-date:
- 2023-02-18
- 2023-03-25
......
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