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about workflow_config_lightgbm_Alpha158_multi_freq.yaml

Open stockcoder opened this issue 2 years ago • 2 comments

🐛 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'

stockcoder avatar Apr 21 '22 10:04 stockcoder

came across the same problem, under qlib.version=='0.9.3'

cshxinhao avatar Jan 22 '24 02:01 cshxinhao

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

word911 avatar Mar 22 '24 09:03 word911