{
  "strategy_name": "sample_strategy",

  "data_process":
  {
    "pre_process": ["winsorize", "standardize"],
    "neutralize_risk": ["SIZE", "industry_styles"],
    "post_process": ["winsorize", "standardize"]
  },

  "risk_model":
  {
    "type": "short",
    "neutralize_risk": ["SIZE", "industry_styles"]
  },

  "alpha_model":
  {
    "model_type": "LinearRegression",
    "features": ["EPS", "ROEDiluted"],
    "parameters":
    {
      "fit_intercept": false
    }
  },

  "freq": "1d",
  "batch": 4,
  "warm_start": 0,
  "universe": ["zz500", ["zz500"]],
  "benchmark": 905,

  "optimizer":
  {
    "type": "risk_neutral",
    "neutralize_risk": ["SIZE", "industry_styles"]
  },

  "executor":
  {
    "type": "naive"
  }
}