progress: stop signals

2025-07-19 01:04:09 +00:00
parent ca9fff8d88
commit c776c95d69
8 changed files with 243 additions and 166 deletions
@@ -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
    }