From bae78d4fbb17830c46dcfdce4e01f100f15f5271 Mon Sep 17 00:00:00 2001
From: zhaoli <zhaoli@tradeac.local>
Date: Sat, 15 Aug 2026 00:45:57 +0000
Subject: [PATCH] exp 15: fix KellyWeightStrategy - subclass WeightStrategyBase
 (order_generator), add topk gate; sync venv

---
 workflows/exp15-kelly-size/b_kelly_weight.yaml | 1 +
 1 file changed, 1 insertion(+)

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: "<PRED>"
+                          topk: 10
                           lookback: 20
                           min_obs: 10
                           kelly_fraction: 0.5