{ "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, # ====== Trading Parameters ====== "price_column": "close", "dis-equilibrium_open_trshld": 2.0, "dis-equilibrium_close_trshld": 0.5, "training_minutes": 120, "fit_method_class": "pt_trading.z-score_rolling_fit.ZScoreRollingFit", # ====== 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": { "begin_session": "9:30:00", "end_session": "22:30:00", "timezone": "America/New_York" } }