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progress: stop signals

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This commit is contained in:
Oleg Sheynin
2025-07-19 01:04:09 +00:00
parent ca9fff8d88
commit c776c95d69
8 changed files with 243 additions and 166 deletions
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configuration/crypto.cfg
+17 -14
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@@ -7,24 +7,27 @@
"db_table_name": "md_1min_bars",
"exchange_id": "BNBSPOT",
"instrument_id_pfx": "PAIR-",
"trading_hours": {
"begin_session": "00:00:00",
"end_session": "23:59:00",
"timezone": "UTC"
},
"price_column": "close",
"zero_threshold": 1e-10,
"dis-equilibrium_open_trshld": 2.0,
"dis-equilibrium_close_trshld": 0.5,
"training_minutes": 120,
"funding_per_pair": 2000.0,
# ====== Trading Parameters ======
"price_column": "close",
"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.static_fit.StaticFit",
# ====== Stop Conditions ======
"stop_close_conditions": {
"profit": 2.0,
"loss": -0.5
}
# ====== End of Session Closeout ======
"close_outstanding_positions": true,
# "close_outstanding_positions": false,
"trading_hours": {
"begin_session": "06:00:00",
"end_session": "16:00:00",
"begin_session": "9:30:00",
"end_session": "21:30:00",
"timezone": "America/New_York"
}
}
configuration/equity.cfg
+11 -15
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@@ -7,24 +7,20 @@
"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",
"funding_per_pair": 2000.0,
"zero_threshold": 1e-10,
#
"dis-equilibrium_open_trshld": 2.0,
"dis-equilibrium_close_trshld": 1.0,
"training_minutes": 150,
"fit_method_class": "pt_trading.sliding_fit.SlidingFit",
"exclude_instruments": ["CAN"],
"funding_per_pair": 2000.0,
# ====== Trading Parameters ======
"price_column": "close",
"dis-equilibrium_open_trshld": 2.0,
"dis-equilibrium_close_trshld": 1.0,
"training_minutes": 120,
"fit_method_class": "pt_trading.sliding_fit.SlidingFit",
# ====== Stop Conditions ======
"stop_conditions": {
"profit": 1.0,
"stop_close_conditions": {
"profit": 2.0,
"loss": -0.5
}
configuration/equity_single.cfg
-26
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@@ -1,26 +0,0 @@
{
"security_type": "EQUITY",
"data_directory": "./data/equity",
# "datafiles": [
# "20250604.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",
"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.sliding_fit.SlidingFit",
# "fit_method_class": "pt_trading.static_fit.StaticFit",
"exclude_instruments": ["CAN"],
"close_outstanding_positions": false
}