pairs_trading/configuration/crypto_zscore.cfg
Oleg Sheynin aac8b9dc50 fixes
2025-07-22 18:04:23 +00:00

33 lines
909 B
INI

{
"security_type": "CRYPTO",
"data_directory": "./data/crypto",
"datafiles": [
"20250602.mktdata.ohlcv.db"
],
"db_table_name": "md_1min_bars",
"exchange_id": "BNBSPOT",
"instrument_id_pfx": "PAIR-",
"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"
}
}