change: rank allocator top_n=5 -> top_pct=0.2 (20% of universe)

2026-06-07 10:06:49 +08:00
parent edcc4e4b73
commit 7033da131b
4 changed files with 21 additions and 22 deletions
@@ -83,7 +83,7 @@ def main(forward_horizon: int = 5, universe: str = "csi500", signal_name: str =
        sizer_percent=0.95,
    )
    runner = BacktestRunner(config)
-    builder = RankEqualWeightBuilder(top_n=5)
+    builder = RankEqualWeightBuilder(top_pct=0.2)
    for sym, df in data.items():
        df = df.copy()
        df["signal"] = signal.compute(df).values