{
    "name": "VECM-OPTIMIZED",
    "model_class": "pairs_trading.lib.pt_strategy.models.VECMModel",
 
    "stat_model_price": "close", # "vwap"
    "disequilibrium": {
        # "open_trshld": 1.75,
        # "close_trshld": 1.0

        # Testing
        "open_trshld": 0.75,
        "close_trshld": 0.5
    }

 
    "model_data_policy_class": "pairs_trading.lib.pt_strategy.model_data_policy.ADFOptimizedWndDataPolicy",
    "min_training_size": 60,
    "max_training_size": 150,
}