diff --git a/data/apps/pairs_trading/stat_pair_selector.cfg b/data/apps/pairs_trading/stat_pair_selector.cfg index dbfec88..d009f01 100644 --- a/data/apps/pairs_trading/stat_pair_selector.cfg +++ b/data/apps/pairs_trading/stat_pair_selector.cfg @@ -15,6 +15,11 @@ , "stat_model_price": "close" , "training_window_hours": 2 } + , "instrument_validation": { + "market_data": { + + } + } , "mr_evaluation": { "mr_speed_tau": 60 , "stationarity_pvalue_max": 0.05