diff --git a/data/apps/pairs_trading/stat_pair_selector.cfg b/data/apps/pairs_trading/stat_pair_selector.cfg new file mode 100644 index 0000000..0bc1143 --- /dev/null +++ b/data/apps/pairs_trading/stat_pair_selector.cfg @@ -0,0 +1,182 @@ +{ + "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata + "app_name": "STAT_PAIR_SELECTOR-TST", + "app_type": "STAT_PAIR_SELECTOR" + + , "interval_sec": 60 + , "history_depth_hours": 26 + + , "rerun_interval": 300 + + , "model": { + "model_class": "cvttpy_apps.apps.stat_pairs.lib.models.VECMModel" + , "stat_model_price": "close" + , "training_window_hours": 2 + } + , "mr_evaluation": { + "mr_speed_tau": 60 + , "stationarity_pvalue_max": 0.05 + , "stability_window": 360 + , "stability_step": 60 + , "stability_sensitivity": 0.5 + , "score_weights": { + "speed": 0.3 + , "stationarity": 0.4 + , "stability": 0.3 + } + , "warnings_marks": { + "stationarity": 0.3 + "stability": 0.3 + } + } + , "cvtt_fgw": { + "REST": { + # "base_url": "http://cld32-tester.cvtt.vpn:23456", + "base_url": "@env{FGW_BASE_URL}", + "endpoints": { + "register": ["POST", "/app_register"] + "heartbeat": ["GET", "/app_hb"], + "md_history": ["POST", "/md_summary"] + }, + }, + } + , "api": { + "REST": { + "host": @env{PAIR_SELECTOR_REST_HOST} + , "port": @env{PAIR_SELECTOR_REST_PORT} + , "proto": "http" + } + } + # ====== Instruments ======= + , "instruments": [ + # { + # "exch_acct": "COINBASE_AT" + # , "instrument_id": "PAIR-ADA-USD" + # }, + # { + # "exch_acct": "COINBASE_AT" + # , "instrument_id": "PAIR-AVAX-USD" + # }, + { + "exch_acct": "COINBASE_AT" + , "instrument_id": "PAIR-BCH-USD" + }, + # { + # "exch_acct": "COINBASE_AT" + # , "instrument_id": "PAIR-BNB-USD" + # }, + { + "exch_acct": "COINBASE_AT" + , "instrument_id": "PAIR-BTC-USD" + }, + # { + # "exch_acct": "COINBASE_AT" + # , "instrument_id": "PAIR-DOGE-USD" + # }, + # { + # "exch_acct": "COINBASE_AT" + # , "instrument_id": "PAIR-DOT-USD" + # }, + { + "exch_acct": "COINBASE_AT" + , "instrument_id": "PAIR-ETH-USD" + }, + # { + # "exch_acct": "COINBASE_AT" + # , "instrument_id": "PAIR-HBAR-USD" + # }, + # { + # "exch_acct": "COINBASE_AT" + # , "instrument_id": "PAIR-LINK-USD" + # }, + { + "exch_acct": "COINBASE_AT" + , "instrument_id": "PAIR-LTC-USD" + }, + # { + # "exch_acct": "COINBASE_AT" + # , "instrument_id": "PAIR-SHIB-USD" + # }, + { + "exch_acct": "COINBASE_AT" + , "instrument_id": "PAIR-SOL-USD" + }, + # { + # "exch_acct": "COINBASE_AT" + # , "instrument_id": "PAIR-SUI-USD" + # }, + # { + # "exch_acct": "COINBASE_AT" + # , "instrument_id": "PAIR-XLM-USD" + # }, + { + "exch_acct": "COINBASE_AT" + , "instrument_id": "PAIR-XRP-USD" + } + # ===================================================================== + # { + # "exch_acct": "BNBSPOT" + # , "instrument_id": "PAIR-ADA-USDT" + # } + # , { + # "exch_acct": "BNBSPOT" + # , "instrument_id": "PAIR-AVAX-USDT" + # } + # , { + # "exch_acct": "BNBSPOT" + # , "instrument_id": "PAIR-BCH-USDT" + # } + # , { + # "exch_acct": "BNBSPOT" + # , "instrument_id": "PAIR-BNB-USDT" + # } + # , { + # "exch_acct": "BNBSPOT" + # , "instrument_id": "PAIR-BTC-USDT" + # } + # , { + # "exch_acct": "BNBSPOT" + # , "instrument_id": "PAIR-DOGE-USDT" + # } + # , { + # "exch_acct": "BNBSPOT" + # , "instrument_id": "PAIR-DOT-USDT" + # } + # , { + # "exch_acct": "BNBSPOT" + # , "instrument_id": "PAIR-ETH-USDT" + # } + # , { + # "exch_acct": "BNBSPOT" + # , "instrument_id": "PAIR-HBAR-USDT" + # } + # , { + # "exch_acct": "BNBSPOT" + # , "instrument_id": "PAIR-LINK-USDT" + # } + # , { + # "exch_acct": "BNBSPOT" + # , "instrument_id": "PAIR-LTC-USDT" + # } + # , { + # "exch_acct": "BNBSPOT" + # , "instrument_id": "PAIR-SHIB-USDT" + # } + # , { + # "exch_acct": "BNBSPOT" + # , "instrument_id": "PAIR-SOL-USDT" + # } + # , { + # "exch_acct": "BNBSPOT" + # , "instrument_id": "PAIR-SUI-USDT" + # } + # , { + # "exch_acct": "BNBSPOT" + # , "instrument_id": "PAIR-XLM-USDT" + # } + # , { + # "exch_acct": "BNBSPOT" + # , "instrument_id": "PAIR-XRP-USDT" + # } + ] +} \ No newline at end of file