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stock.sample.toml
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stock.sample.toml
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# trace, debug, info, warning, error, fatal, panic
log_level = "info"
default_retry = 10
sql_file_location = "/Users/jx/ProgramData/go/bin/sql"
concurrency = 16
cpu_usage_threshold = 60
deadlock_retry = 50
db_queue_capacity = 128
# run_mode includes: local, remote, distributed, auto
run_mode = "local"
#rpc_servers = ["115.159.237.46:45321", "118.89.250.88:45321"]
#rpc_servers = ["118.89.250.88:45321"]
#rpc_servers = ["115.159.237.46:45321"]
rpc_servers = []
# mem / cpu / none
profiling = "none"
# log file location. the file will be saved to the working directory by default
log_file = "stock.log"
[Database]
host = "localhost"
port = 3306
schema = "secu"
user_name = "mysql"
password = "123456"
#beware of "too many placeholders" error
bucket_size = 4096
num_writer = 2
[Network]
master_proxy_addr = "127.0.0.1:1086"
master_http_proxy = "http://localhost:1087"
rotate_proxy_bypass_ratio = 0.05
rotate_proxy_refresh_interval = 1
rotate_proxy_freshness_min = 12
rotate_proxy_score_threshold = 80.0
default_user_agent = "Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_2) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/79.0.3945.130 Safari/537.36"
user_agents = "https://developers.whatismybrowser.com/api/docs/latest/user-agent-database-dump-url-csv-sample.tar.gz"
user_agent_lifespan = 10
http_timeout = 60
[GCS]
connection = 8
use_proxy = true
bucket = "foo_bucket"
upload_queue = 200000
timeout = 600
[ChromeDP]
debug = false
#path = "/Applications/Google Chrome Canary.app/Contents/MacOS/Google Chrome Canary"
path = "/Applications/Google Chrome.app/Contents/MacOS/Google Chrome"
pool_size = 20
headless = true
no_image = true
timeout = 60
[Kdjv]
sample_size_min = 5
stats_retro_span = 1000
[DataSource]
market_close_time = "15:30:00"
#kline = "tencent"
#kline = "ths"
kline = "wht"
kline_failure_retry = 25
kline_types = [{reinstate = "backward", cycle = "DAY"}]
index = "tencent"
#industry = "tencent.tc"
industry = "ths"
skip_stocks = false
skip_finance = false
skip_finance_prediction = false
skip_xdxr = false
skip_kline_vld = true
skip_kline_pre = false
skip_klines = false
skip_index_list = false
skip_indices_vld = false
skip_indices = false
skip_basics_update = false
skip_index_calculation = false
skip_fs_stats = false
skip_fin_mark = false
sample_kdj_feature = false
#backward, forward, none
indicator_source = "backward"
limit_price_day_lr = [-0.15, 0.15]
feature_scaling = "standardization"
[DataSource.Validate]
source = "em"
drop_inconsistent = true
skip_kline_pre = true
skip_klines = false
[DataSource.EM]
#weights for direct connection / master proxy / rotated proxy
direct_proxy_weight = [1, 1, 8]
[DataSource.XQ]
#weights for direct connection / master proxy / rotated proxy
direct_proxy_weight = [0, 1, 0]
drop_inconsistent = true
[DataSource.Sina]
#weights for direct connection / master proxy / rotated proxy
direct_proxy_weight = [1, 1, 0]
timeout = 60
[DataSource.THS]
concurrency = 50
failure_keyword = "401 Authorization Required"
#ths_cookie = "v=AbR5gxDbUQD9FsXTqlWUlH0xg3kjjdh5GrFsu04VQD_CuVotdp2oB2rBPE-e"
[DataSource.WHT]
url = ""
[Scorer]
fetch_data = false
run_scorer = false
highlight = ["601238","300040", "600326", "000881", "000766", "600828", "600737"]
blue_weight = 0.7
kdjst_weight = 0.7
hid_blue_base_ratio = 0.25
hid_blue_star_ratio = 0.15
hid_blue_rear_warn_ratio = 0.33
[Sampler]
cpu_workload_ratio = 0.5
sample = false
prior_length = 300
grader = "RemaLr"
#grader_time_frames = [5,10,20,30,60,120]
grader_time_frames = [30]
grader_score_class = 5
# set to -1 to resample all key points
#resample = -1
resample = 5
refresh_grader_stats = true
test_set_batch_size = 3000
test_set_groups = 10
train_set_batch_size = 1000
#train_set_groups = 94315
#train_set_groups = ????
vol_size = 2048
num_exporter = 8
exporter_max_rest_time = 500
corl_start_year = "1995"
corl_prior = 100
corl_portion = 0.035
corl_span = 20
corl_time_steps = 35
corl_time_shift = 4
# if true, sampler will check sample data table before sampling in order to calculate
# how much more samples are needed to meet the "corl_portion" target
corl_resume_mode = true
feature_cols = ["close", "volume"]
xcorl_shift = 1
wcc_max_shift = 3