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about workflow_config_lightgbm_Alpha158_multi_freq.yaml
🐛 Bug Description
qrun workflow_config_lightgbm_Alpha158_multi_freq.yaml
and then get this error:
if self.backtest_config["start_time"] is None: KeyError: 'start_time'
came across the same problem, under qlib.version=='0.9.3'
add "start_time" in backtest, like below: btw, you also need to add "end_time", and delete
limit_threshold: 0.095
deal_price: close
open_cost: 0.0005
close_cost: 0.0015
min_cost: 5
......
port_analysis_config: &port_analysis_config
strategy:
class: TopkDropoutStrategy
module_path: qlib.contrib.strategy.strategy
kwargs:
topk: 50
n_drop: 5
signal: <PRED>
backtest:
account: 100000000
benchmark: *benchmark
start_time: 2008-01-01
end_time: 2020-08-01
task:
model:
class: LGBModel
module_path: qlib.contrib.model.gbdt
......
wish it helps