progress

2024-09-06 20:03:38 +00:00
parent 25ab322310
commit d4d95f19fc
13 changed files with 153 additions and 214 deletions
@@ -13,6 +13,45 @@
            , "http://cloud16.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS&start={start}&end={end}"
        ]
    }
+    ###### N E W  S E C T I O N (example)
+    , "simulation": {
+        "speed_factor": 0.0,
+        "time_events_interval_ms": 100
+    }
+    , "market_simulator" : {
+        "market_data": {
+            "sources": [
+                {
+                    "loader_class": "cvttpy.research.time_series.loaders.tsdb_loader.TimescaleTSLoader"
+                    , "credentials_key": "TSDB_MD_CVTTDATA_RO"
+                    # , "interval": "4 hours"
+                    , "interval": "2 hours"
+                    , "from_time": "2024-04-15 09:00:00"
+                }
+                # , {
+                #     "loader_class": "cvttpy.research.time_series.loaders.sqlite_loader.SqliteMdLoader",
+                #     "file_name": "${SourcePath}/20240424.ALPACA.QAT.db"
+                # }
+            ]
+        }
+        , "accounting": {
+            "initial_positions": {
+                "COINBASE": {
+                    "BTC": 0
+                    , "USD": 1000.0
+                }
+            }
+        }
+        , "order_entry": {
+            "execution": {
+                "top_only": true
+                ,"min_order_age_sec": 0.1
+                , "pricing_method": "BY_MKT_TRD_PRICE_BY_ORDER"
+                # , "presubscribe_md_types": ["BOOK_TOP", "TRADES"]
+            }
+        }
+    }
+    ###### N E W  S E C T I O N - end
    , "backtest": {
        "source": {
            "loader_class": "cvttpy.research.time_series.loaders.sqlite_loader.SqliteMdLoader"