sliding fit fix

2025-07-13 22:33:48 +00:00
parent 48f18f7b4f
commit b24285802a
6 changed files with 553 additions and 297 deletions
@@ -0,0 +1,26 @@
+{
+    "security_type": "EQUITY",
+    "data_directory": "./data/equity",
+    "datafiles": [
+        "20250605.mktdata.ohlcv.db",
+    ],
+    "db_table_name": "md_1min_bars",
+    "exchange_id": "ALPACA",
+    "instrument_id_pfx": "STOCK-",
+    "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,
+    "fit_method_class": "pt_trading.fit_methods.SlidingFit",
+    # "fit_method_class": "pt_trading.fit_methods.StaticFit",
+    "exclude_instruments": ["CAN"]
+    
+}