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wenwen.tang
robo-dividend
Commits
c42d36f3
Commit
c42d36f3
authored
Feb 15, 2023
by
jichao
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a83eb3ad
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config.yml
config.yml
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config.yml
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c42d36f3
...
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@@ -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
:
20
08-01-02
# 实盘开始时间
start-date
:
20
22-11-01
# 实盘开始时间
include-date
:
-
2023-02-18
-
2023-03-25
...
...
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