valentineus/overnight-trading-bot
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fourth version
Deploy / Test, build and deploy (push) Failing after 3m7s
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Valentin Popov
2026-06-08 07:36:52 +00:00
parent 52a935b8b4
commit b9efa98758
20 changed files with 824 additions and 91 deletions
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internal/config/config.go
+22 -10
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@@ -68,14 +68,15 @@ type TelegramConfig struct {
}
type StrategyConfig struct {
RollingShort int `env:"ROLLING_SHORT" envDefault:"60"`
RollingLong int `env:"ROLLING_LONG" envDefault:"252"`
EWMALambda float64 `env:"EWMA_LAMBDA" envDefault:"0.08"`
MinTStat60 decimal.Decimal `env:"MIN_TSTAT_60" envDefault:"1.25"`
MinWinRate60 decimal.Decimal `env:"MIN_WIN_RATE_60" envDefault:"0.55"`
MinNetEdgeBps decimal.Decimal `env:"MIN_NET_EDGE_BPS" envDefault:"10"`
RiskBufferBps decimal.Decimal `env:"RISK_BUFFER_BPS" envDefault:"5"`
MaxPositions int `env:"MAX_POSITIONS" envDefault:"5"`
RollingShort int `env:"ROLLING_SHORT" envDefault:"60"`
RollingLong int `env:"ROLLING_LONG" envDefault:"252"`
EWMALambda float64 `env:"EWMA_LAMBDA" envDefault:"0.08"`
AllocationMethod string `env:"ALLOCATION_METHOD" envDefault:"equal_weight"`
MinTStat60 decimal.Decimal `env:"MIN_TSTAT_60" envDefault:"1.25"`
MinWinRate60 decimal.Decimal `env:"MIN_WIN_RATE_60" envDefault:"0.55"`
MinNetEdgeBps decimal.Decimal `env:"MIN_NET_EDGE_BPS" envDefault:"10"`
RiskBufferBps decimal.Decimal `env:"RISK_BUFFER_BPS" envDefault:"5"`
MaxPositions int `env:"MAX_POSITIONS" envDefault:"5"`
}
type ExecutionConfig struct {
@@ -203,8 +204,19 @@ func (c *Config) Validate() error {
if c.Risk.CommissionToleranceRUB.IsNegative() {
return errors.New("RISK_COMMISSION_TOLERANCE_RUB must be non-negative")
}
if c.Commission.FreeOrderCountPolicy != "submitted" {
return fmt.Errorf("COMM_FREE_ORDER_COUNT_POLICY must be submitted, got %q", c.Commission.FreeOrderCountPolicy)
if c.Commission.FreeOrderCountPolicy == "" {
c.Commission.FreeOrderCountPolicy = "submitted"
}
switch c.Commission.FreeOrderCountPolicy {
case "submitted", "cancel_counts":
default:
return fmt.Errorf("COMM_FREE_ORDER_COUNT_POLICY must be submitted or cancel_counts, got %q", c.Commission.FreeOrderCountPolicy)
}
if c.Strategy.AllocationMethod == "" {
c.Strategy.AllocationMethod = "equal_weight"
}
if c.Strategy.AllocationMethod != "equal_weight" {
return fmt.Errorf("STRATEGY_ALLOCATION_METHOD must be equal_weight, got %q", c.Strategy.AllocationMethod)
}
if err := c.validateWindows(); err != nil {
return err