52 lines
1.5 KiB
INI
52 lines
1.5 KiB
INI
@var CONFIG_SVC_HOST=cloud16.cvtt.vpn
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@var ResultPath=/tmp
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@var SourcePath=/home/oleg/develop/cvtt2/tmp
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{
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"refdata": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/refdata
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, "redis": @inc=http://${CONFIG_SVC_HOST}:6789/apps/common/redis
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, "algos": @inc=http://${CONFIG_SVC_HOST}:6789/apps/common/algos
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, "session_type": "CALENDAR"
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, "calendar_session": {
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"trading_hours_url": [
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"GET"
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, "http://cloud16.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS&start={start}&end={end}"
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]
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}
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, "backtest": {
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"source": {
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"loader_class": "cvttpy.research.time_series.loaders.sqlite_loader.SqliteMdLoader"
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, "file_name": "${SourcePath}/20240424.ALPACA.QAT.db"
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# , "from_time": "09:29"
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}
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, "result": {
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# "repository": "${ResultPath}/backtest_results.json"
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"db_file": "${ResultPath}/%D.backtest.db"
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}
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, "simulation": {
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"speed_factor": 0.0
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}
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, "execution": {
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"top_only": true
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,"min_order_age_sec": 0.1
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, "pricing_method": "BY_MKT_TRD_PRICE_BY_ORDER"
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}
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}
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, "exchanges_settings": {
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"*": {
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"order_entry": {
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"enabled": true
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, "streaming": true
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},
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"mkt_data": {
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"enabled": true
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, "streaming": true
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},
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"accounting": {
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"enabled": false
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, "streaming": false
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}
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}
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}
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}
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