penti/samples/backtest_config.json

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2026-01-31 23:30:51 +09:00
{
"name": "Multi-Factor 2020-2023 Test",
"strategy_name": "multi_factor",
"start_date": "2020-01-01",
"end_date": "2023-12-31",
"initial_capital": 10000000,
"commission_rate": 0.0015,
"rebalance_frequency": "monthly",
"strategy_config": {
"count": 20
}
}