aszer/etf
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

chore(config): 调整回测起始日期为2020-01-01

Browse Source 
配合Mode B（指数信号+ETF收益）回测需求，缩短回测区间以提高ETF数据可用性
This commit is contained in:
aszerW
2026-05-23 11:18:00 +08:00
parent 982fbe250b
commit 8e8093e0fd
1 changed files with 1 additions and 1 deletions
Download Patch File Download Diff File Expand all files Collapse all files

2
strategies/rotation/config.yaml
View File

@@ -104,7 +104,7 @@ benchmark:
name: "沪深300" name: "沪深300"
# ==================== 回测参数 ==================== # ==================== 回测参数 ====================
start_date: "2002-01-01" start_date: "2020-01-01"
# ==================== 因子参数 ==================== # ==================== 因子参数 ====================
# 动量/趋势窗口期（天数） # 动量/趋势窗口期（天数）