research/stat_pairs_backtest
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This commit is contained in:
Oleg Sheynin
2025-07-15 03:37:29 +00:00
parent 76547e1176
commit 9c91f37bcc
10 changed files with 677 additions and 707 deletions
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configuration/crypto.cfg
+4 -1
View File
@@ -19,5 +19,8 @@
"dis-equilibrium_close_trshld": 0.5,
"training_minutes": 120,
"funding_per_pair": 2000.0,
"fit_method_class": "pt_trading.fit_methods.SlidingFit"
"fit_method_class": "pt_trading.sliding_fit.SlidingFit",
# "fit_method_class": "pt_trading.static_fit.StaticFit",
"exclude_instruments": ["CAN"]
}
configuration/equity.cfg
+2 -2
View File
@@ -19,8 +19,8 @@
"dis-equilibrium_close_trshld": 1.0,
"training_minutes": 120,
"funding_per_pair": 2000.0,
"fit_method_class": "pt_trading.fit_methods.SlidingFit",
# "fit_method_class": "pt_trading.fit_methods.StaticFit",
"fit_method_class": "pt_trading.sliding_fit.SlidingFit",
# "fit_method_class": "pt_trading.static_fit.StaticFit",
"exclude_instruments": ["CAN"]
}
configuration/equity_single.cfg
+2 -2
View File
@@ -19,8 +19,8 @@
"dis-equilibrium_close_trshld": 1.0,
"training_minutes": 120,
"funding_per_pair": 2000.0,
"fit_method_class": "pt_trading.fit_methods.SlidingFit",
# "fit_method_class": "pt_trading.fit_methods.StaticFit",
"fit_method_class": "pt_trading.sliding_fit.SlidingFit",
# "fit_method_class": "pt_trading.static_fit.StaticFit",
"exclude_instruments": ["CAN"]
}