fix
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parent
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commit
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3
.vscode/launch.json
vendored
3
.vscode/launch.json
vendored
@ -31,7 +31,8 @@
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"PYTHONPATH": "${workspaceFolder}/..",
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"CONFIG_SERVICE": "cloud16.cvtt.vpn:6789",
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"CVTT_URL": "http://cvtt-tester-01.cvtt.vpn:23456",
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"MODEL_CONFIG": "vecm"
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"MODEL_CONFIG": "vecm",
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"PAIR_TRADER_REST_PORT": "54320"
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},
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"args": [
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// "--config=${workspaceFolder}/configuration/pair_trader.cfg",
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@ -85,8 +85,6 @@ class PtLiveStrategy(NamedObject):
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self.allowed_md_lag_sec_ = self.config_.get_value("allowed_md_lag_sec", 3)
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await self.pairs_trader_.subscribe_md()
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self.open_threshold_ = self.config_.get_value(
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"model/disequilibrium/open_trshld", 0.0
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)
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@ -101,6 +99,9 @@ class PtLiveStrategy(NamedObject):
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self.close_threshold_ > 0
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), "disequilibrium/close_trshld must be greater than 0"
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await self.pairs_trader_.subscribe_md()
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def __repr__(self) -> str:
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return f"{self.classname()}: trading_pair={self.trading_pair_}, mdp={self.model_data_policy_.__class__.__name__}, "
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