{ "refdata": { "assets": @inc=http://@env{CONFIG_SERVICE}/refdata/assets , "instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/instruments , "exchange_instruments": @inc=http://@env{CONFIG_SERVICE}/refdata/exchange_instruments , "dynamic_instrument_exchanges": ["ALPACA"] , "exchanges": @inc=http://@env{CONFIG_SERVICE}/refdata/exchanges }, "market_data_loading": { "CRYPTO": { "data_directory": "./data/crypto", "db_table_name": "md_1min_bars", "instrument_id_pfx": "PAIR-", }, "EQUITY": { "data_directory": "./data/equity", "db_table_name": "md_1min_bars", "instrument_id_pfx": "STOCK-", } }, # ====== Funding ====== "funding_per_pair": 2000.0, # ====== Model ======= "model": @inc=http://@env{CONFIG_SERVICE}/apps/common/models/@env{MODEL_CONFIG} # ====== Trading ======= "execution_price": { "column": "vwap", "shift": 1, }, # ====== Stop Conditions ====== "stop_close_conditions": { "profit": 2.0, "loss": -0.5 } # ====== End of Session Closeout ====== "close_outstanding_positions": true, # "close_outstanding_positions": false, "trading_hours": { "timezone": "America/New_York", "begin_session": "7:30:00", "end_session": "18:30:00", } }