config.toml

# Default Configuration (Template)
# =================================
# This file is a template. Use strategy-specific configs in configs/strategies/
# Run: ./run.sh <strategy_name>

[data]
processed_data_path = "/root/sw1/processed_data"
fut_code = "IC"  # IC (CSI500), IM (CSI1000), IF (CSI300)

[account]
initial_capital = 10_000_000.0
default_margin_rate = 0.12
commission_rate = 0.00023
use_dynamic_margin = true

[strategy]
strategy_type = "baseline"
strategy_name = "Baseline Roll Strategy"

[backtest]
start_date = "2015-05-01"
end_date = ""
benchmark_name = "CSI 500 Index"
risk_free_rate = 0.02
trading_days_per_year = 242
signal_price_field = "open"
execution_price_field = "open"

[output]
output_path = "./output"
save_plots = true
save_trade_log = true
save_nav_series = true
plot_dpi = 300
figure_format = "png"