feat: init go project

2026-06-06 22:19:21 +00:00
parent 3b6e443483
commit 7809552d05
8 changed files with 235 additions and 0 deletions
@@ -0,0 +1,70 @@
+app:
+  mode: paper
+  timezone: Europe/Moscow
+
+tinkoff:
+  token_env: T_INVEST_TOKEN
+  account_id_env: T_INVEST_ACCOUNT_ID
+
+risk:
+  max_position_rub: 10000
+  min_net_edge_bps: 10
+  risk_buffer_bps: 5
+  max_spread_bps: 20
+  max_tick_bps: 5
+  min_adv_rub: 10000000
+
+signal:
+  overnight_window_short: 60
+  overnight_window_long: 252
+  min_tstat_short: 1.25
+  min_win_rate_short: 0.55
+  ewma_lambda: 0.08
+
+execution:
+  entry_window: "18:30-18:45"
+  exit_window: "10:15-10:45"
+  limit_order_only: true
+
+instruments:
+  - ticker: TRUR
+    enabled: true
+    expected_commission_bps_per_side: 0
+    free_order_limit_per_day: 15
+    fund_type: mixed
+  - ticker: TGLD
+    enabled: true
+    expected_commission_bps_per_side: 0
+    free_order_limit_per_day: 15
+    fund_type: commodity
+  - ticker: TBRU
+    enabled: true
+    expected_commission_bps_per_side: 0
+    fund_type: bonds
+  - ticker: TDIV
+    enabled: true
+    expected_commission_bps_per_side: 0
+    fund_type: equity_income
+  - ticker: TMON
+    enabled: true
+    expected_commission_bps_per_side: 0
+    fund_type: money_market
+  - ticker: TOFZ
+    enabled: true
+    expected_commission_bps_per_side: 0
+    fund_type: bonds
+  - ticker: TLCB
+    enabled: true
+    expected_commission_bps_per_side: 0
+    fund_type: corporate_bonds
+  - ticker: TITR
+    enabled: true
+    expected_commission_bps_per_side: 0
+    fund_type: equity
+  - ticker: TRND
+    enabled: true
+    expected_commission_bps_per_side: 0
+    fund_type: equity
+  - ticker: TMOS
+    enabled: false
+    exclude_reason: "Excluded by default due to possible non-zero sell-side fee"