From 71822c64b0a0ad843de719ee17e4b3a2df726154 Mon Sep 17 00:00:00 2001
From: Oleg Sheynin <osheynin@cryptovaltrading.com>
Date: Fri, 25 Jul 2025 20:39:59 +0000
Subject: [PATCH] progress

---
 configuration/vecm.cfg     | 4 +---
 lib/tools/data_loader.py   | 3 ++-
 research/research_tools.py | 5 +++++
 3 files changed, 8 insertions(+), 4 deletions(-)

diff --git a/configuration/vecm.cfg b/configuration/vecm.cfg
index babe6e4..536fa4f 100644
--- a/configuration/vecm.cfg
+++ b/configuration/vecm.cfg
@@ -16,9 +16,7 @@
     "funding_per_pair": 2000.0,
   
     # ====== Trading Parameters ======
-    # "stat_model_price": "close",
-    "stat_model_price": "vwap",
-  
+    "stat_model_price": "close", # "vwap"
     "execution_price": {
         "column": "vwap",
         "shift": 1,
diff --git a/lib/tools/data_loader.py b/lib/tools/data_loader.py
index ff546ea..b137dcc 100644
--- a/lib/tools/data_loader.py
+++ b/lib/tools/data_loader.py
@@ -48,6 +48,7 @@ def load_market_data(
     instruments: List[Dict[str, str]],
     db_table_name: str,
     trading_hours: Dict = {},
+    extra_minutes: int = 0,
 ) -> pd.DataFrame:
 
     insts = [
@@ -86,7 +87,7 @@ def load_market_data(
             f"{date_str} {trading_hours['begin_session']}", trading_hours["timezone"]
         )
         end_time = convert_time_to_UTC(
-            f"{date_str} {trading_hours['end_session']}", trading_hours["timezone"], extra_minutes=2 # to get execution price
+            f"{date_str} {trading_hours['end_session']}", trading_hours["timezone"], extra_minutes=extra_minutes # to get execution price
         )
 
         # Perform boolean selection
diff --git a/research/research_tools.py b/research/research_tools.py
index 4506667..a85aef3 100644
--- a/research/research_tools.py
+++ b/research/research_tools.py
@@ -63,12 +63,17 @@ def create_pairs(
     config_copy["instruments"] = instruments
 
     market_data_df = pd.DataFrame()
+    extra_minutes = 0
+    if "execution_price" in config_copy:
+        extra_minutes = config_copy["execution_price"]["shift"]
+
     for datafile in datafiles:
         md_df = load_market_data(
             datafile=datafile,
             instruments=instruments,
             db_table_name=config_copy["market_data_loading"][instruments[0]["instrument_type"]]["db_table_name"],
             trading_hours=config_copy["trading_hours"],
+            extra_minutes=extra_minutes,
         )
         market_data_df = pd.concat([market_data_df, md_df])