change long long_threshold

JamesSunXX · Mar 14, 2020 · 6e54b06 · 6e54b06
1 parent 05e014e
commit 6e54b06
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/examples/reports/report_real.py b/examples/reports/report_real.py
@@ -43,7 +43,7 @@ def report_real():
             msg = 'no targets'
             if long_stocks:
                 # use block to filter
-                block_selector = BlockSelector(start_timestamp='2020-01-01')
+                block_selector = BlockSelector(start_timestamp='2020-01-01', long_threshold=0.7)
                 block_selector.run()
                 long_blocks = block_selector.get_open_long_targets(timestamp=target_date)