{
    "name": "VECM",
    "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
    }


    "training_size": 120,
    "model_data_policy_class": "pairs_trading.lib.pt_strategy.model_data_policy.RollingWindowDataPolicy",
}