sliding fit strategy to notebook

src/pt_backtest.py

@@ -63,8 +63,8 @@ EQT_CONFIG: Dict = {
     "security_type": "EQUITY",
     "data_directory": "./data/equity",
     "datafiles": [
-        "20250508.alpaca_sim_md.db",
-        # "20250509.alpaca_sim_md.db",
+        # "20250508.alpaca_sim_md.db",
+        "20250509.alpaca_sim_md.db",
         # "20250512.alpaca_sim_md.db",
         # "20250513.alpaca_sim_md.db",
         # "20250514.alpaca_sim_md.db",
@@ -80,9 +80,9 @@ EQT_CONFIG: Dict = {
     "instruments": [
         "COIN",
         "GBTC",
-        "HOOD",
-        "MSTR",
-        "PYPL",
+        # "HOOD",
+        # "MSTR",
+        # "PYPL",
     ],
     "trading_hours": {
         "begin_session": "9:30:00",
@@ -94,7 +94,7 @@ EQT_CONFIG: Dict = {
     "min_required_points": 30,
     "zero_threshold": 1e-10,
     "dis-equilibrium_open_trshld": 2.0,
-    "dis-equilibrium_close_trshld": 0.5,
+    "dis-equilibrium_close_trshld": 1.0, #0.5,
     "training_minutes": 120,
     # ----- Validation
     "funding_per_pair": 2000.0,