progress

data/apps/common/algos.cfg

@@ -24,12 +24,13 @@
         "class": "cvttpy.trading.algos.twap.TwapAlgo"
         , "params": {
             "num_slices":                     5
-            , "duration_sec":              1500  # 25 min
+            , "duration_sec":              1500  # 25 min #overloaded by --duration
             , "max_order_usd":              100.
             , "passive_stage_t1":             0
             , "aggressive_stage_t2":          0
-            , "aggressivity_scale":  [0.5, 1.0]  # 0.5 = mid, 1.0= BBO-1 tick
-            , "marketable_stage_added_ticks":   0
+            # , "aggressivity_scale":  [0.5, 1.0]  # 0.5 = mid, 1.0= BBO-1 tick
+            , "marketable_stage_added_ticks": 0
+            , "advance_on_slice_full_fill":   true  # default true
         },
     }
     , "TRDALGO_ICEBERG01_ALPACA": {

data/apps/common/strategies.cfg

@@ -10,9 +10,10 @@
         , "params": {
             "vwap_interval": "1 hour"
             , "hist_md_source": {
-                "class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
-                , "cred_key":  "TSDB_MD_CVTTDATA_RO"
-                , "data_type": "OHLCV"
+                "loader_class": "cvttpy.research.time_series.loaders.tsdb_loader.TsMdLoader"
+                , "credentials_key":  "TSDB_MD_CVTTDATA_RO"
+                , "interval": "2 hours"
+                #, "from_time" is calculated
             }
         }
     }