20260623

2026-06-23 00:29:01 +00:00
parent cfc9184ab2
commit a53b8bbe38
5 changed files with 617 additions and 0 deletions
@@ -0,0 +1,52 @@
+{
+    "refdata": @inc=http://@env{CONFIG_SERVICE}/refdata/refdata
+
+    "app_name": "@env{APP_NAME}",
+    "app_type": "STAT_PAIR_QUANT",
+
+    # =========== API ============
+    "api": {
+        "REST": {
+            "host": @env{SP_QUANT_REST_HOST}
+            , "port": @env{SP_QUANT_REST_PORT}
+            , "proto": "http"
+        }
+    },
+
+    "interval_sec": 60,
+    "loop_interval_sec": 60.0,
+
+    # ====== Model =======
+    "model": @inc=http://@env{CONFIG_SERVICE}/apps/stat_pairs/models/vecm
+
+    # ====== Instrument Validation =======
+    , "instrument_validation": {
+        "market_data_sufficiency": {
+            "maximum_gap_size": "5.0%",
+            "maximum_data_missing": "20.0%",
+            "maximum_latency_sec": 30
+        }
+    },
+    # ====== Trading Analysis =======
+    "analysis": {
+        "entry_diseq": 2.0,
+        "exit_diseq": 0.5,
+        "full_entry_diseq": 3.0,
+        "min_target_strength": 0.4,
+        "mode": "beta-aware"
+    },
+    # ====== Front Gateway ==========
+    "cvtt_fgw": {
+        "REST": {
+            "base_url": "@env{FGW_BASE_URL}",
+            "endpoints": {
+                "register": ["POST", "/app_register"]
+                "app_list": ["GET", "/app_list"]
+                "heartbeat": ["GET", "/app_hb"],
+                "md_history": ["POST", "/md_summary"],
+                "trading_instructions": ["POST", "/trading_instructions"],
+            }
+        }
+    }
+
+}