From 80e29056da973d48b96cfeeca67a2c9575bca870 Mon Sep 17 00:00:00 2001 From: Cryptoval Trading Technologies Date: Sat, 23 May 2026 00:11:01 +0000 Subject: [PATCH] 20260523 --- data/apps/pairs_trading/backtest.cfg | 47 ----- .../apps/pairs_trading/stat_pair_selector.cfg | 190 ------------------ 2 files changed, 237 deletions(-) delete mode 100644 data/apps/pairs_trading/backtest.cfg delete mode 100644 data/apps/pairs_trading/stat_pair_selector.cfg diff --git a/data/apps/pairs_trading/backtest.cfg b/data/apps/pairs_trading/backtest.cfg deleted file mode 100644 index 571a2df..0000000 --- a/data/apps/pairs_trading/backtest.cfg +++ /dev/null @@ -1,47 +0,0 @@ -{ - "refdata": { - "assets": @inc=http://@env{CONFIG_SERVICE}/refdata/assets - , "instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/instruments - , "exchange_instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/exchange_instruments - , "dynamic_instrument_exchanges": ["ALPACA"] - , "exchanges": @inc=http://@env{CONFIG_SERVICE}/refdata/exchanges - }, - "market_data_loading": { - "CRYPTO": { - "data_directory": "./data/crypto", - "db_table_name": "md_1min_bars", - "instrument_id_pfx": "PAIR-", - }, - "EQUITY": { - "data_directory": "./data/equity", - "db_table_name": "md_1min_bars", - "instrument_id_pfx": "STOCK-", - } - }, - - # ====== Funding ====== - "funding_per_pair": 2000.0, - - # ====== Model ======= - "model": @inc=http://@env{CONFIG_SERVICE}/apps/pairs_trading/models/@env{MODEL_CONFIG} - - # ====== Trading ======= - "execution_price": { - "column": "vwap", - "shift": 1, - }, - # ====== Stop Conditions ====== - "stop_close_conditions": { - "profit": 2.0, - "loss": -0.5 - } - - # ====== End of Session Closeout ====== - "close_outstanding_positions": true, - # "close_outstanding_positions": false, - "trading_hours": { - "timezone": "America/New_York", - "begin_session": "7:30:00", - "end_session": "18:30:00", - } -} \ No newline at end of file diff --git a/data/apps/pairs_trading/stat_pair_selector.cfg b/data/apps/pairs_trading/stat_pair_selector.cfg deleted file mode 100644 index 0bc326e..0000000 --- a/data/apps/pairs_trading/stat_pair_selector.cfg +++ /dev/null @@ -1,190 +0,0 @@ -{ - "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata - - # "app_name": "STAT_PAIR_SELECTOR-TST", - "app_name": "@env{APP_NAME}" - "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 - } - , "instrument_validation": { - "market_data_sufficiency": { - "maximum_gap_size": "2.0%", - "maximum_data_missing": "20.0%" - } - } - , "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