exp 15: fix KellyWeightStrategy - subclass WeightStrategyBase (order_generator), add topk gate; sync venv

2026-08-15 00:45:57 +00:00
parent 1b5f4d1e76
commit bae78d4fbb
1 changed files with 1 additions and 0 deletions
@@ -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