39 lines
1.0 KiB
INI
39 lines
1.0 KiB
INI
{
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"security_type": "EQUITY",
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"data_directory": "./data/equity",
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"datafiles": [
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"202506*.mktdata.ohlcv.db",
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],
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"db_table_name": "md_1min_bars",
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"exchange_id": "ALPACA",
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"instrument_id_pfx": "STOCK-",
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"trading_hours": {
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"begin_session": "9:30:00",
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"end_session": "16:00:00",
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"timezone": "America/New_York"
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},
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"price_column": "close",
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"funding_per_pair": 2000.0,
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"zero_threshold": 1e-10,
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#
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"dis-equilibrium_open_trshld": 2.0,
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"dis-equilibrium_close_trshld": 1.0,
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"training_minutes": 150,
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"fit_method_class": "pt_trading.sliding_fit.SlidingFit",
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"exclude_instruments": ["CAN"],
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# ====== Stop Conditions ======
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"stop_conditions": {
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"profit": 1.0,
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"loss": -0.5
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}
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# ====== End of Session Closeout ======
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"close_outstanding_positions": true,
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# "close_outstanding_positions": false,
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"trading_hours": {
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"begin_session": "9:30:00",
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"end_session": "15:30:00",
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"timezone": "America/New_York"
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}
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} |