research/stat_pairs_backtest
2
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

added close position and trade session

Browse Source
This commit is contained in:
Oleg Sheynin
2025-07-16 18:06:33 +00:00
parent 20f150a6b7
commit 9c34d935bd
9 changed files with 1679 additions and 8107 deletions
Download Patch File Download Diff File Expand all files Collapse all files
configuration/crypto.cfg
+6 -1
View File
@@ -21,6 +21,11 @@
"funding_per_pair": 2000.0,
"fit_method_class": "pt_trading.sliding_fit.SlidingFit",
# "fit_method_class": "pt_trading.static_fit.StaticFit",
"exclude_instruments": ["CAN"]
"close_outstanding_positions": true,
"trading_hours": {
"begin_session": "15:30:00",
"end_session": "20:00:00",
"timezone": "UTC"
}
}
configuration/equity.cfg
+2 -1
View File
@@ -21,6 +21,7 @@
"funding_per_pair": 2000.0,
"fit_method_class": "pt_trading.sliding_fit.SlidingFit",
# "fit_method_class": "pt_trading.static_fit.StaticFit",
"exclude_instruments": ["CAN"]
"exclude_instruments": ["CAN"],
"close_outstanding_positions": false
}
configuration/equity_single.cfg
+2 -1
View File
@@ -21,6 +21,7 @@
"funding_per_pair": 2000.0,
"fit_method_class": "pt_trading.sliding_fit.SlidingFit",
# "fit_method_class": "pt_trading.static_fit.StaticFit",
"exclude_instruments": ["CAN"]
"exclude_instruments": ["CAN"],
"close_outstanding_positions": false
}