backtest settings
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@ -12,6 +12,41 @@
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}
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, "backtest": {
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# Backtest Placeholder
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"__dummy__": null
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, "exchanges_settings": {
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"*": {
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"mkt_data": {
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"enabled": true
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, "streaming": true
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}
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,"order_entry": {
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"enabled": true
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, "streaming": true
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}
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,"accounting": {
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"enabled": true
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, "streaming": false
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}
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}
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}
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, "source": {
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"database": {
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"class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
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, "credentials_key": "TSDB_COINBS_3"
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}
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"interval": "1 hour"
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, "from_time": "2023-11-08 02:00:00"
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}
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, "initial_positions": {
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"COINBASE": {
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"BTC": 0
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, "USD": 1000.0
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}
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}
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, "execution": {
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"top_only": true
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,"min_order_age_sec": 0.1
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}
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}
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# --------------------------------------------------------------------
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, "trader": {
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@ -60,6 +95,7 @@
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# --------------------------------------------------------------------
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, "quant": {
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"app_channel": "QUANT"
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, "strategy": "CVTT_QST001"
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, "strategies": {
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"CVTT_QST001": {
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"class": "cvttpy.trading.strategies.test_strat.TestStrategy"
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@ -83,7 +119,6 @@
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, "books": {
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"CVTT_BK01": {}
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}
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"book": "CVTT_BK01"
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, "database": {
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"positions_table": "cvtt_positions"
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, "credentials_key": {
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