20260519

2026-05-19 21:09:01 +00:00
parent 19936b9514
commit 18a03b3708
4 changed files with 0 additions and 118 deletions
@@ -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,
-}
@@ -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",
-}
@@ -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
-    }
-}
@@ -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}
-        }
-    }
-}