progress 0.0.7

.gitignore

@@ -9,3 +9,4 @@ cvttpy
 # SpecStory explanation file
 .specstory/.what-is-this.md
 results/
+tmp/

.vscode/launch.json

@@ -17,49 +17,6 @@
                 "PYTHONPATH": "${workspaceFolder}/lib:${workspaceFolder}/.."
             },
         },
-        {
-            "name": "-------- Live Pair Trading --------",
-        },
-        {
-            "name": "PAIR TRADER",
-            "type": "debugpy",
-            "request": "launch",
-            "python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
-            "program": "${workspaceFolder}/apps/pair_trader.py",
-            "console": "integratedTerminal",
-            "env": {
-                "PYTHONPATH": "${workspaceFolder}/..",
-                "CONFIG_SERVICE": "cloud16.cvtt.vpn:6789",
-                "CVTT_URL": "http://cvtt-tester-01.cvtt.vpn:23456",
-                "MODEL_CONFIG": "vecm"
-            },
-            "args": [
-                // "--config=${workspaceFolder}/configuration/pair_trader.cfg",
-                "--config=http://cloud16.cvtt.vpn:6789/apps/pairs_trading/pair_trader",
-                "--book_id=TSTBOOK_PT_20260113",
-                "--instrument_A=COINBASE_AT:PAIR-ADA-USD", 
-                "--instrument_B=COINBASE_AT:PAIR-SOL-USD",
-            ],
-        },
-        {
-            "name": "PAIR SELECTOR",
-            "type": "debugpy",
-            "request": "launch",
-            "python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
-            "program": "${workspaceFolder}/apps/pair_selector.py",
-            "console": "integratedTerminal",
-            "env": {
-                "PYTHONPATH": "${workspaceFolder}/..",
-                "CONFIG_SERVICE": "cloud16.cvtt.vpn:6789",
-                // "CVTT_URL": "http://cvtt-tester-01.cvtt.vpn:23456",
-                "CVTT_URL": "http://dev-server-02.cvtt.vpn:23456",
-                "PAIR_SELECTOR_REST_PORT": "44320"
-            },
-            "args": [
-                // "--config=${workspaceFolder}/configuration/pair_trader.cfg",
-                "--config=http://cloud16.cvtt.vpn:6789/apps/pairs_trading/pair_selector",
-            ],
-        },
         {
             "name": "-------- VECM --------",
         },

VERSION

@@ -1 +1 @@
-0.0.5
+0.0.7

build-dist.sh

@@ -136,6 +136,9 @@ echo "Release version: ${release_version}"
 confirm
 
 version_tag="v${release_version}"
+if [ "$(git tag -l "${version_tag}")" != "" ]; then
+    version_tag="${version_tag}.$(date +%Y%m%d_%H%M)"
+fi
 version_comment="'${version_tag} ${project} ${branch} $(date +%Y-%m-%d)\n${whats_new}'"
 
 cmd_arr=()

lib/pt_strategy/live/live_strategy.py

@@ -85,8 +85,6 @@ class PtLiveStrategy(NamedObject):
 
         self.allowed_md_lag_sec_ = self.config_.get_value("allowed_md_lag_sec", 3)
 
-        await self.pairs_trader_.subscribe_md()
-
         self.open_threshold_ = self.config_.get_value(
             "model/disequilibrium/open_trshld", 0.0
         )
@@ -101,6 +99,9 @@ class PtLiveStrategy(NamedObject):
             self.close_threshold_ > 0
         ), "disequilibrium/close_trshld must be greater than 0"
 
+        await self.pairs_trader_.subscribe_md()
+
+
     def __repr__(self) -> str:
         return f"{self.classname()}: trading_pair={self.trading_pair_}, mdp={self.model_data_policy_.__class__.__name__}, "