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wenwen.tang
robo-dividend
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d1d5a3fa
Commit
d1d5a3fa
authored
Dec 24, 2022
by
jichao
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config.yml
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config.yml
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d1d5a3fa
...
@@ -226,8 +226,8 @@ robo-executor: # 执行器相关
...
@@ -226,8 +226,8 @@ robo-executor: # 执行器相关
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
:
2022-11-01
# 回测截止日期
end-date
:
2022-11-01
# 回测截止日期
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
start-step
:
${BACKTEST_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
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
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
clean-up
:
on
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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