diff --git a/data/apps/pairs_trading/models/vecm-opt.cfg b/data/apps/pairs_trading/models/vecm-opt.cfg deleted file mode 100644 index 3cdb9cb..0000000 --- a/data/apps/pairs_trading/models/vecm-opt.cfg +++ /dev/null @@ -1,19 +0,0 @@ -{ - "name": "VECM-OPTIMIZED", - "model_class": "pairs_trading.lib.pt_strategy.models.VECMModel", - - "stat_model_price": "close", # "vwap" - "disequilibrium": { - # "open_trshld": 1.75, - # "close_trshld": 1.0 - - # Testing - "open_trshld": 0.75, - "close_trshld": 0.5 - } - - - "model_data_policy_class": "pairs_trading.lib.pt_strategy.model_data_policy.ADFOptimizedWndDataPolicy", - "min_training_size": 60, - "max_training_size": 150, -} \ No newline at end of file diff --git a/data/apps/pairs_trading/models/vecm.cfg b/data/apps/pairs_trading/models/vecm.cfg deleted file mode 100644 index 3622246..0000000 --- a/data/apps/pairs_trading/models/vecm.cfg +++ /dev/null @@ -1,18 +0,0 @@ -{ - "name": "VECM", - "model_class": "pairs_trading.lib.pt_strategy.models.VECMModel", - - "stat_model_price": "close", # "vwap" - "disequilibrium": { - # "open_trshld": 1.75, - # "close_trshld": 1.0 - - # Testing - "open_trshld": 0.75, - "close_trshld": 0.5 - } - - - "training_size": 120, - "model_data_policy_class": "pairs_trading.lib.pt_strategy.model_data_policy.RollingWindowDataPolicy", -} \ No newline at end of file diff --git a/data/apps/pairs_trading/pair_selector_musvc.cfg b/data/apps/pairs_trading/pair_selector_musvc.cfg deleted file mode 100644 index c49c608..0000000 --- a/data/apps/pairs_trading/pair_selector_musvc.cfg +++ /dev/null @@ -1,65 +0,0 @@ -@var GLOBAL_CHANNEL_PREFIX=PROD_PAIR_SEL_MU - -{ - "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata # tetsetraefafd - , "comm": @inc=http://@env{CONFIG_SERVICE}/apps/common/comm - # , "algos": @inc=http://@env{CONFIG_SERVICE}/apps/common/algos - # , "strategies": @inc=http://@env{CONFIG_SERVICE}/apps/common/strategies - # , "risk_strategies": @inc=http://@env{CONFIG_SERVICE}/apps/common/risk_strategies - - # new communication settings - , "pubsub_settings": "@env{PUBSUB_SETTINGS_CONFIG_KEY}" - , "cache_settings": "@env{CACHE_SETTINGS_CONFIG_KEY}" # new - - , "global_channel_prefix": ${GLOBAL_CHANNEL_PREFIX} - - , "front_gateway": { - "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.FRONT_GW.APP_STATUS" - , "api": { - "REST": { - "port": @env{FRONT_GATEWAY_REST_PORT}, - "base_url": ["POST", "http://localhost:@env{FRONT_GATEWAY_REST_PORT}"] - } - } - , "musvc_peers": { - "pricer": true, # enable related client - "bookkeeper": false, - "trader": false - } - } - , "market_data_gateway": { - "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.MD_GW.APP_STATUS" - , "exchanges_settings": { - "*": { - "mkt_data": { - "enabled": true - , "streaming": true - }, - "order_entry": { - "enabled": false - , "streaming": false - }, - "accounting": { - "enabled": false - , "streaming": false - }, - }, - } - , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.MD_GW." - , "exchanges": [ - "COINBASE_AT" - # , "BNBSPOT" - ] - } - , "pricer": { - "app_status_channel": "${GLOBAL_CHANNEL_PREFIX}.PXER.APP_STATUS" - , "channel_prefix": "${GLOBAL_CHANNEL_PREFIX}.PXER." - , "historical_md": { - "db": { - "cred_key": "TSDB-CLD32-PROD-OHLCV-DIRECT-RO" - } - , "enable_mda_recording": false # RO account is used - } - , "use_md_aggregate_cache": true - } -} \ No newline at end of file diff --git a/data/apps/pairs_trading/pair_trader.cfg b/data/apps/pairs_trading/pair_trader.cfg deleted file mode 100644 index bae8ba2..0000000 --- a/data/apps/pairs_trading/pair_trader.cfg +++ /dev/null @@ -1,16 +0,0 @@ -{ - "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata - , "cvtt_base_url": "@env{CVTT_URL}" - , "interval_sec": 60 - , "history_depth_hours": 2 - , "ti_config": { - # TODO - } - # ====== Model ======= - , "model": @inc=http://@env{CONFIG_SERVICE}/apps/pairs_trading/models/@env{MODEL_CONFIG} - , "api": { - "REST": { - "port": @env{PAIR_TRADER_REST_PORT} - } - } -} \ No newline at end of file