.

2023-12-25 21:19:07 +00:00
parent 0f3a5bc38d
commit 78e07fca9a
7 changed files with 116 additions and 15 deletions
@@ -11,8 +11,7 @@
        "CVTT_BK01": {}
    }
    , "backtest": {
-        # Backtest Placeholder
-        "__dummy__": null
+        "__dummy__": null"total_value"
        , "exchanges_settings": {
            "*": {
                "mkt_data": {
@@ -32,10 +31,11 @@
        , "source": {
            "database": {
                "class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
-                , "credentials_key": "TSDB_MD_CV1"
+                , "credentials_key": "TSDB_MD_CVTTDATA_RO"
            }
-            "interval": "1 hour"
-            , "from_time": "2023-11-19 01:00:00"
+            # , "interval": "4 hours"
+            , "interval": "1 hour"
+            , "from_time": "2023-12-19 02:00:00"
        }
        , "initial_positions": {
            "COINBASE": {
@@ -56,6 +56,7 @@
    # --------------------------------------------------------------------
    , "trader": {
        "app_channel": "TRDR"
+        , "is_short_allowed": false
        , "algo": "TRDALGO_001"
        , "exchanges_settings": {
            "COINBASE_AT": {
@@ -74,6 +75,7 @@
        , "trading_pos_diff_pct_trigger": 10.0
        , "trading_depth": {
            "BTC": 0.001
+            # "BTC": 0.1
        }
    }
    # --------------------------------------------------------------------
@@ -103,15 +105,26 @@
    # --------------------------------------------------------------------
    , "quant": {
        "app_channel": "QUANT"
-        , "strategy": "CVTT_QST001"
+        # , "strategy": "CVTT_QST001"
+        , "strategy": "VWAP001"
        , "strategies": {
            "CVTT_QST001": {
-                # "class": "cvttpy.trading.strategies.test_strat.RandomTestStrategy"
                "class": "cvttpy.trading.strategies.test_strat.SeesawTestStrategy"
                , "params": {
                    "dummy": "dummy"
                }
            }
+            , "VWAP001": {
+                "class": "cvttpy.trading.strategies.vwap_strat.VWAP001"
+                , "params": {
+                    "vwap_interval": "1 hour"
+                    , "hist_md_database": {
+                        "class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
+                        , "cred_key":  "TSDB_MD_CVTTDATA_RO"
+                        , "data_type": "OHLCV"
+                    }
+                }
+            }
        }
        , "exchanges_settings": {
            "COINBASE_AT": {
@@ -128,11 +141,11 @@
        , "books": {
            "CVTT_BK01": {}
        }
-        , "database": {
+        , "db": {
            "positions_table": "prod.cvtt_positions"
-            , "credentials_key": {
-                "write": "CVTT_TRD_DB_02"
-                , "read_only": "CVTT_TRD_DB_02"
+            , "cred_key": {
+                "write": "TSDB_TRD_CVTTDATA"
+                , "read_only": "TSDB_TRD_CVTTDATA"
            }
        }
        , "positions": {
@@ -153,10 +166,28 @@
                }
                , "credentials_key": {
                    "trade": "COINBASE_ADV"
-                    "read_only": "COINBASE_ADV_RO"
+                    , "read_only": "COINBASE_ADV_RO"
                }
            }
        }
    }
+    , "trading_recorder": {
+        # "format":  "CSV"
+        "format":  "TSDB"
+        , "csv_settings": {
+            "order_events_file_path": "%T.order_events.csv"
+            "position_events_file_path": "%T.position_events.csv"
+        }
+        , "tsdb_settings": {
+            "db": {
+                "class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
+                , "cred_key": "TSDB_TRD_CVTTDATA_DB_TEST"
+            }
+            , "order_events_table": "backtest.trading_orders"
+            , "trade_events_table": "backtest.trading_trades"
+            , "trading_md_summary_table": "backtest.trading_md"
+        }
+
+    }
 }