# config

run_timestamp: 2025-07-14T00:34:09.449896
config_file_path: /home/oleg/develop/pairs_trading/configuration/equity.cfg
fit_method_class: pt_trading.fit_methods.SlidingFit
instruments: COIN, GBTC, HOOD, MSTR, PYPL, XYZ, CRCL
config_json:
{
  "security_type": "EQUITY",
  "data_directory": "./data/equity",
  "datafiles": [
    "202506*.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,
  "dis-equilibrium_close_trshld": 1,
  "training_minutes": 120,
  "funding_per_pair": 2000,
  "fit_method_class": "pt_trading.fit_methods.SlidingFit",
  "exclude_instruments": [
    "CAN"
  ]
}

datafiles:
./data/equity/20250602.mktdata.ohlcv.db, ./data/equity/20250603.mktdata.ohlcv.db, ./data/equity/20250604.mktdata.ohlcv.db, ./data/equity/20250605.mktdata.ohlcv.db, ./data/equity/20250606.mktdata.ohlcv.db, ./data/equity/20250609.mktdata.ohlcv.db, ./data/equity/20250610.mktdata.ohlcv.db, ./data/equity/20250611.mktdata.ohlcv.db, ./data/equity/20250612.mktdata.ohlcv.db, ./data/equity/20250613.mktdata.ohlcv.db, ./data/equity/20250616.mktdata.ohlcv.db, ./data/equity/20250617.mktdata.ohlcv.db, ./data/equity/20250618.mktdata.ohlcv.db, ./data/equity/20250620.mktdata.ohlcv.db


