71 lines
1.5 KiB
YAML
71 lines
1.5 KiB
YAML
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app:
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mode: paper
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timezone: Europe/Moscow
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tinkoff:
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token_env: T_INVEST_TOKEN
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account_id_env: T_INVEST_ACCOUNT_ID
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risk:
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max_position_rub: 10000
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min_net_edge_bps: 10
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risk_buffer_bps: 5
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max_spread_bps: 20
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max_tick_bps: 5
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min_adv_rub: 10000000
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signal:
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overnight_window_short: 60
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overnight_window_long: 252
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min_tstat_short: 1.25
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min_win_rate_short: 0.55
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ewma_lambda: 0.08
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execution:
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entry_window: "18:30-18:45"
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exit_window: "10:15-10:45"
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limit_order_only: true
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instruments:
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- ticker: TRUR
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enabled: true
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expected_commission_bps_per_side: 0
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free_order_limit_per_day: 15
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fund_type: mixed
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- ticker: TGLD
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enabled: true
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expected_commission_bps_per_side: 0
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free_order_limit_per_day: 15
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fund_type: commodity
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- ticker: TBRU
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enabled: true
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expected_commission_bps_per_side: 0
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fund_type: bonds
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- ticker: TDIV
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enabled: true
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expected_commission_bps_per_side: 0
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fund_type: equity_income
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- ticker: TMON
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enabled: true
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expected_commission_bps_per_side: 0
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fund_type: money_market
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- ticker: TOFZ
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enabled: true
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expected_commission_bps_per_side: 0
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fund_type: bonds
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- ticker: TLCB
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enabled: true
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expected_commission_bps_per_side: 0
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fund_type: corporate_bonds
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- ticker: TITR
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enabled: true
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expected_commission_bps_per_side: 0
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fund_type: equity
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- ticker: TRND
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enabled: true
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expected_commission_bps_per_side: 0
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fund_type: equity
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- ticker: TMOS
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enabled: false
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exclude_reason: "Excluded by default due to possible non-zero sell-side fee"
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