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qmt_bridge/reference/xtquant_big_convert/examples/backtest_config.example.json
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{
"initial_cash": 1000000,
"initial_positions": {},
"buy_commission_rate": 0.0003,
"sell_commission_rate": 0.0003,
"min_commission": 5,
"stamp_tax_rate": 0.0005,
"transfer_fee_rate": 0.00001,
"slippage_bps": 0,
"max_volume_participation": 0.1,
"price_limit_rate": 0.1,
"lot_size": 100,
"time_in_force": "NEXT_BAR",
"seed": 0,
"fee_schedule": "a_share_2023_08_28",
"market_rules_version": "a_share_v1",
"strategy_name": "ma_example",
"parameters": {
"fast": 2,
"slow": 3
}
}