progress

data/apps/cvtt.cfg

@@ -1,18 +1,20 @@
 @var CONFIG_SVC_HOST=cloud16.cvtt.vpn
+@var ResultPath=/tmp
+
 {
     "refdata": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/refdata
     , "redis": @inc=http://${CONFIG_SVC_HOST}:6789/apps/redis
     , "cvttcomm": {
         "type": "redis"
-        , "redis_settings": "localhost"
+        # , "redis_settings": "localhost"
+        , "redis_settings": "cloud17"
     }
 
     , "books": {
         "CVTT_BK01": {}
     }
     , "backtest": {
-        "__dummy__": null"total_value"
-        , "exchanges_settings": {
+        "exchanges_settings": {
             "*": {
                 "mkt_data": {
                     "enabled": true
@@ -34,8 +36,8 @@
                 , "credentials_key": "TSDB_MD_CVTTDATA_RO"
             }
             # , "interval": "4 hours"
-            , "interval": "1 hour"
-            , "from_time": "2023-12-28 02:00:00"
+            , "interval": "3 hours"
+            , "from_time": "2024-02-01 03:00:00"
         }
         , "initial_positions": {
             "COINBASE": {
@@ -52,10 +54,15 @@
             , "pricing_method": "BY_MKT_TRD_PRICE_BY_ORDER"
             # , "presubscribe_md_types": ["BOOK_TOP", "TRADES"]
         }
+        , "result": {
+            "repository": "${ResultPath}/backtest_results.json"
+            , "db_file": "${ResultPath}/%T.backtest.db"
+        }
     }
     # --------------------------------------------------------------------
     , "trader": {
-        "app_channel": "TRDR"
+        "app_channel": "TRDR"    active_exchanges_: str
+
         , "is_short_allowed": false
         , "algo": "TRDALGO_001"
         , "exchanges_settings": {
@@ -107,6 +114,7 @@
         "app_channel": "QUANT"
         # , "strategy": "CVTT_QST001"
         , "strategy": "VWAP001"
+
         , "strategies": {
             "CVTT_QST001": {
                 "class": "cvttpy.trading.strategies.test_strat.SeesawTestStrategy"
@@ -123,6 +131,7 @@
                         , "cred_key":  "TSDB_MD_CVTTDATA_RO"
                         , "data_type": "OHLCV"
                     }
+                    , "publish_details": true
                 }
             }
         }
@@ -173,7 +182,8 @@
     }
     , "trading_recorder": {
         # "format":  "CSV"
-        "format":  "TSDB"
+        # "format":  "TSDB"
+        "format":  "SQLite"
         , "csv_settings": {
             "order_events_file_path": "%T.order_events.csv"
             "position_events_file_path": "%T.position_events.csv"
@@ -187,6 +197,10 @@
             , "trade_events_table": "backtest.trading_trades"
             , "trading_md_summary_table": "backtest.trading_md"
         }
+        , "sqlite_settings": {
+            # "file_name": "/tmp/%T.cvtt_backtest.db"
+            "file_name": "/tmp/cvtt_backtest.db"
+        }
     }
 }