diff --git a/workflows/exp15-kelly-size/b_kelly_weight.yaml b/workflows/exp15-kelly-size/b_kelly_weight.yaml index f67de51..b069119 100644 --- a/workflows/exp15-kelly-size/b_kelly_weight.yaml +++ b/workflows/exp15-kelly-size/b_kelly_weight.yaml @@ -121,6 +121,7 @@ task: module_path: tac_qlib.contrib.strategy.kelly_weight kwargs: signal: "" + topk: 10 lookback: 20 min_obs: 10 kelly_fraction: 0.5