using configuration file

2025-06-12 16:52:49 -04:00
parent 200a1bf307
commit 671422976d
6 changed files with 162 additions and 138 deletions
@@ -0,0 +1,33 @@
+{
+    "security_type": "CRYPTO",
+    "data_directory": "./data/crypto",
+    "datafiles": [
+        "20250519.mktdata.ohlcv.db"
+    ],
+    "db_table_name": "bnbspot_ohlcv_1min",
+    "exchange_id": "BNBSPOT",
+    "instrument_id_pfx": "PAIR-",
+    "instruments": [
+        "BTC-USDT",
+        "BCH-USDT",
+        "ETH-USDT",
+        "LTC-USDT",
+        "XRP-USDT",
+        "ADA-USDT",
+        "SOL-USDT",
+        "DOT-USDT"
+    ],
+    "trading_hours": {
+        "begin_session": "00:00:00",
+        "end_session": "23:59:00",
+        "timezone": "UTC"
+    },
+    "price_column": "close",
+    "min_required_points": 30,
+    "zero_threshold": 1e-10,
+    "dis-equilibrium_open_trshld": 2.0,
+    "dis-equilibrium_close_trshld": 0.5,
+    "training_minutes": 120,
+    "funding_per_pair": 2000.0,
+    "strategy_class": "strategies.StaticFitStrategy"
+}
@@ -0,0 +1,35 @@
+{
+    "security_type": "EQUITY",
+    "data_directory": "./data/equity",
+    "datafiles": [
+        # "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",
+        # "20250515.alpaca_sim_md.db",
+        # "20250516.alpaca_sim_md.db",
+        # "20250519.alpaca_sim_md.db",
+        # "20250520.alpaca_sim_md.db"
+    ],
+    "db_table_name": "md_1min_bars",
+    "exchange_id": "ALPACA",
+    "instrument_id_pfx": "STOCK-",
+    "instruments": [
+        "COIN",
+        "GBTC"
+    ],
+    "trading_hours": {
+        "begin_session": "9:30:00",
+        "end_session": "16:00:00",
+        "timezone": "America/New_York"
+    },
+    "price_column": "close",
+    "min_required_points": 30,
+    "zero_threshold": 1e-10,
+    "dis-equilibrium_open_trshld": 2.0,
+    "dis-equilibrium_close_trshld": 1.0,
+    "training_minutes": 120,
+    "funding_per_pair": 2000.0,
+    "strategy_class": "strategies.StaticFitStrategy"
+}