progress

2024-05-10 03:05:20 +01:00
parent 7a173c54fb
commit 5b7680f25a
6 changed files with 46 additions and 90 deletions
@@ -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": {