diff --git a/strategies/rotation/config.yaml b/strategies/rotation/config.yaml index a221899..fcb16e9 100644 --- a/strategies/rotation/config.yaml +++ b/strategies/rotation/config.yaml @@ -104,7 +104,7 @@ benchmark: name: "沪深300" # ==================== 回测参数 ==================== -start_date: "2002-01-01" +start_date: "2020-01-01" # ==================== 因子参数 ==================== # 动量/趋势窗口期(天数)