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FactorSimulator/config/settings.py

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395 B

# -*- coding: utf-8 -*-
"""
模拟配置常量
"""
DEFAULT_SIMULATION_SETTINGS = {
'instrumentType': 'EQUITY',
'region': 'USA',
'universe': 'TOP3000',
'delay': 1,
'decay': 0,
'neutralization': 'INDUSTRY',
'truncation': 0.08,
'pasteurization': 'ON',
'unitHandling': 'VERIFY',
'nanHandling': 'OFF',
'language': 'FASTEXPR',
'visualization': False,
}