@var CONFIG_SVC_HOST=cloud16.cvtt.vpn
@var ResultPath=/tmp

{
    "refdata": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/refdata
    , "redis": @inc=http://${CONFIG_SVC_HOST}:6789/apps/redis
    , "active_instruments": @inc=http://${CONFIG_SVC_HOST}:6789/apps/active_instruments
    , "cvttcomm": {
        "type": "redis"
        , "redis_settings": "cvtt-prod-02"
    }
    , "session_type": "CALENDAR"
    , "calendar": {
        "trading_hours_url": [
            "GET"
            , "http://cloud16.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS&start={start}&end={end}"
        ]
    }
    , "books": {
        "ALPACA_BK02": {}
    }
    # --------------------------------------------------------------------
    , "trader": {
        "app_channel": "TRDR"    active_exchanges_: str

        , "is_short_allowed": false
        , "exchanges_settings": {
            "*": {
                "mkt_data": {
                    "enabled": true
                    , "streaming": true
                },
            }
        }
        , "algos": {
            "TRDALGO_001": {
                "class": "cvttpy.trading.algos.simple.SimpleTradingAlgo"
                , "params": {}
            }
            , "TRDALGO_MOOMOC_01": {
                "class": "cvttpy.trading.algos.moo_moc.MooMocTradingAlgo"
                , "params": {
                },
            }
            , "TRDALGO_TWAP01": {
                "class": "cvttpy.trading.algos.twap.BasicTwapAlgo"
                , "params": {
                    "num_slices":                     5
                    , "duration_sec":              1500  # 25 min
                    , "max_order_usd":              100
                    , "passive_stage_t1":           0.4  # join BBO, the rest is aggressive
                    , "aggressive_stage_t2":        0.4
                    , "aggressivity_scale":  [0.5, 1.0]  # 0.5 = mid, 1.0= BBO-1 tick
                    , "marketable_stage_added_ticks": 0
                },
            }
            , "TRDALGO_ICEBERG01": {
                "class": "cvttpy.trading.algos.twap.BasicTwapAlgo"
                , "params": {
                    "num_slices":                     5
                    , "duration_sec":              1500  # 25 min
                    , "max_order_usd":              100
                    , "passive_stage_t1":             0
                    , "aggressive_stage_t2":          0
                    , "aggressivity_scale":  [0.5, 1.0]  # 0.5 = mid, 1.0= BBO-1 tick
                    , "marketable_stage_added_ticks":   0
                },
            }
        }
        , "trading_pos_diff_pct_trigger": 10.0
        , "trading_depth": {
            "USD": 1000.0,
        }
    }
    # --------------------------------------------------------------------
    "executor": {
        "app_channel": "EXEC"
        , "exchanges_settings": {
            "COINBASE_AT": {
                "order_entry": {
                    "enabled": true
                    , "streaming": true
                },
                "mkt_data": {
                    "enabled": false
                    , "streaming": false
                },
                "accounting": {
                    "enabled": false
                    , "streaming": false
                }
                , "credentials_key": {
                    "read_only": "COINBASE_ADV_RO"
                    , "trade": "COINBASE_ADV_TRD"
                }
            }
            , "ALPACA_SNDBX": {
                "order_entry": {
                    "enabled": true
                    , "streaming": true
                },
                "mkt_data": {
                    "enabled": false
                    , "streaming": false
                },
                "accounting": {
                    "enabled": false
                    , "streaming": false
                }
                , "credentials_key": {
                    "read_only": "ALPACA_SANDBOX"
                    , "trade": "ALPACA_SANDBOX"
                }
            }
            , "ALPACA_SNDBX-MDPORTAL": {
                "order_entry": {
                    "enabled": true
                    , "streaming": true
                },
                "mkt_data": {
                    "enabled": false
                    , "streaming": false
                },
                "accounting": {
                    "enabled": false
                    , "streaming": false
                }
                , "credentials_key": {
                    "read_only": "ALPACA_SANDBOX"
                    , "trade": "ALPACA_SANDBOX"
                }
            }
        }
    }
    # --------------------------------------------------------------------
    , "quant": {
        "app_channel": "QUANT"
        # , "strategy": "CVTT_QST001"
        # , "strategy": "VWAP001"
        , "strategy": "DAILY_STOCK_001"
        , "strategies": {
            "CVTT_QST001": {
                "class": "cvttpy.trading.strategies.test_strat.SeesawTestStrategy"
                , "params": {
                    "dummy": "dummy"
                }
            }
            , "VWAP001": {
                "class": "cvttpy.trading.strategies.vwap_strat.VWAP001"
                , "params": {
                    "vwap_interval": "1 hour"
                    , "hist_md_database": {
                        "class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
                        , "cred_key":  "TSDB_MD_CVTTDATA_RO"
                        , "data_type": "OHLCV"
                    }
                }
            }
            , "DAILY_STOCK_001": {
                "class": "cvttpy.trading.strategies.daily_stocks_strat.DailyStocksStrategy"
                , "params": {
                    "liquidate_at": "15:45" # EDT Time
                }
            }
        }
        , "exchanges_settings": {
            "*": {
                "mkt_data": {
                    "enabled": true
                    , "streaming": true
                },
            }
            , "COINBASE_AT": {
                "mkt_data": {
                    "enabled": true
                    , "streaming": true
                },
            }
        }
    }
    # --------------------------------------------------------------------
    , "risk_manager": {
        "app_channel": "RMGR"
        , "books": {
            "CVTT_BK01": {}
        }
        , "db": {
            "positions_table": "prod.cvtt_positions"
            , "cred_key": {
                "write": "TSDB_TRD_CVTTDATA"
                , "read_only": "TSDB_TRD_CVTTDATA"
            }
        }
        , "positions": {
            "load_interval_sec": 10.0
            , "to_store_zero_positions": false
            , "to_save_unchanged_positions": false
        }
        , "publish_value_interval": 10.0
        , "exchanges_settings": {
            "*": {
                "mkt_data": {
                    "enabled": true
                    , "streaming": true
                },
                "accounting": {
                    "enabled": true
                    , "streaming": false
                }
                , "credentials_key": {
                    "trade": "ALPACA_SANDBOX"
                    , "read_only": "ALPACA_SANDBOX"
                }
            }
        }
    }
    , "trading_recorder": {
        # "format":  "CSV"
        # "format":  "TSDB"
        "format":  "SQLite"
        , "csv_settings": {
            "order_events_file_path": "%T.order_events.csv"
            "position_events_file_path": "%T.position_events.csv"
        }
        , "tsdb_settings": {
            "db": {
                "class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
                , "cred_key": "TSDB_TRD_CVTTDATA_DB_TEST"
            }
            , "order_events_table": "backtest.trading_orders"
            , "trade_events_table": "backtest.trading_trades"
            , "trading_md_summary_table": "backtest.trading_md"
        }
        , "sqlite_settings": {
            # "file_name": "/tmp/%T.cvtt_backtest.db"
            "file_name": "/tmp/%T.cvtt_alpaca_sandbox.db"
        }
    }
}