research/stat_pairs_backtest
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This commit is contained in:
Oleg Sheynin
2025-07-21 05:15:33 +00:00
parent 28386cdf12
commit b87b40a6ed
11 changed files with 253 additions and 510 deletions
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configuration/crypto.cfg
+1 -1
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@@ -14,7 +14,7 @@
"dis-equilibrium_open_trshld": 2.0,
"dis-equilibrium_close_trshld": 1.0,
"training_minutes": 120,
"fit_method_class": "pt_trading.sliding_fit.SlidingFit",
"fit_method_class": "pt_trading.vecm_rolling_fit.VECMRollingFit",
# ====== Stop Conditions ======
"stop_close_conditions": {
configuration/equity.cfg
+1 -1
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@@ -16,7 +16,7 @@
"dis-equilibrium_open_trshld": 2.0,
"dis-equilibrium_close_trshld": 1.0,
"training_minutes": 120,
"fit_method_class": "pt_trading.sliding_fit.SlidingFit",
"fit_method_class": "pt_trading.vecm_rolling_fit.VECMRollingFit",
# ====== Stop Conditions ======
"stop_close_conditions": {