research/stat_pairs_backtest
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This commit is contained in:
Oleg Sheynin
2025-06-24 12:36:03 -04:00
parent 6cd82b3621
commit 50435f8b3b
5 changed files with 484 additions and 168 deletions
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configuration/equity.cfg
+3 -3
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@@ -2,7 +2,7 @@
"security_type": "EQUITY",
"data_directory": "./data/equity",
"datafiles": [
"202505*.alpaca_sim_md.db",
"202506*.mktdata.ohlcv.db",
],
"db_table_name": "md_1min_bars",
"exchange_id": "ALPACA",
@@ -19,8 +19,8 @@
"dis-equilibrium_close_trshld": 1.0,
"training_minutes": 120,
"funding_per_pair": 2000.0,
# "strategy_class": "strategies.StaticFitStrategy"
"strategy_class": "strategies.SlidingFitStrategy"
"strategy_class": "strategies.StaticFitStrategy"
# "strategy_class": "strategies.SlidingFitStrategy"
"exclude_instruments": ["CAN"]
}