@var CONFIG_SERVICE=cloud23.cvtt.vpn:6789 @var ResultPath=/tmp @var SourcePath=/home/oleg/develop/cvtt2/tmp { "refdata": @inc=http://${CONFIG_SERVICE}/refdata/refdata , "comm": @inc=http://${CONFIG_SERVICE}/apps/common/comm , "algos": @inc=http://${CONFIG_SERVICE}/apps/common/algos , "session_type": "CALENDAR" , "calendar_session": { "trading_hours_url": [ "GET" , "http://cloud16.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS&start={start}&end={end}" ] } ###### N E W S E C T I O N (example) , "simulation": { "speed_factor": 0.0, "time_events_interval_ms": 100 } , "market_simulator" : { "market_data": { "sources": [ { "loader_class": "cvttpy.research.time_series.loaders.tsdb_loader.TimescaleTSLoader" , "credentials_key": "TSDB_MD_CVTTDATA_RO" # , "interval": "4 hours" , "interval": "2 hours" , "from_time": "2024-04-15 09:00:00" } # , { # "loader_class": "cvttpy.research.time_series.loaders.sqlite_loader.SqliteMdLoader", # "file_name": "${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" , "file_name": "${SourcePath}/20240424.ALPACA.QAT.db" # , "from_time": "09:29" } , "result": { # "repository": "${ResultPath}/backtest_results.json" "db_file": "${ResultPath}/%D.backtest.db" } , "simulation": { "speed_factor": 0.0 } , "execution": { "top_only": true ,"min_order_age_sec": 0.1 , "pricing_method": "BY_MKT_TRD_PRICE_BY_ORDER" } } , "exchanges_settings": { "*": { "order_entry": { "enabled": true , "streaming": true }, "mkt_data": { "enabled": true , "streaming": true }, "accounting": { "enabled": false , "streaming": false } } } }