updated READMEs
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This commit is contained in:
2026-06-09 21:15:18 +00:00
parent 4dec14f57c
commit f887f29be2
4 changed files with 506 additions and 176 deletions
+9
View File
@@ -12,6 +12,7 @@ TINVEST_REQUEST_TIMEOUT_SEC=10
TINVEST_RETRY_COUNT=3
TINVEST_RETRY_BACKOFF_SEC=2
TINVEST_USE_SANDBOX=false
TINVEST_TRADING_CALENDAR_EXCHANGE=MOEX
DB_DSN=bot:change-me@tcp(db.example.internal:3306)/overnight_bot?parseTime=true&loc=UTC&multiStatements=true
DB_MAX_OPEN_CONNS=20
@@ -29,10 +30,14 @@ TELEGRAM_NOTIFY_REPORT=true
STRATEGY_ROLLING_SHORT=60
STRATEGY_ROLLING_LONG=252
STRATEGY_EWMA_LAMBDA=0.08
STRATEGY_ALLOCATION_METHOD=equal_weight
STRATEGY_MIN_TSTAT_60=1.25
STRATEGY_MIN_WIN_RATE_60=0.55
STRATEGY_MIN_NET_EDGE_BPS=10
STRATEGY_RISK_BUFFER_BPS=5
STRATEGY_EXPECTED_ENTRY_SLIPPAGE_BPS=8
STRATEGY_EXPECTED_EXIT_SLIPPAGE_BPS=8
STRATEGY_INTERVAL_VOLUME_LOOKBACK_DAYS=20
STRATEGY_MAX_POSITIONS=5
EXEC_ENTRY_SIGNAL_TIME=18:10:00
@@ -44,6 +49,7 @@ EXEC_EXIT_NOT_BEFORE=10:03:00
EXEC_EXIT_WINDOW_START=10:05:00
EXEC_EXIT_WINDOW_END=10:25:00
EXEC_HARD_EXIT_DEADLINE=10:45:00
EXEC_MARKET_CLOSE=18:50:00
EXEC_MIN_TIME_TO_CLOSE_SEC=90
EXEC_ALLOW_MARKET_ORDERS=false
EXEC_MAX_ENTRY_ORDER_ATTEMPTS=3
@@ -70,6 +76,9 @@ RISK_COMMISSION_TOLERANCE_RUB=0.01
RISK_CASH_USAGE_BUFFER=0.95
RISK_RISK_BUDGET_PER_INSTRUMENT_PCT=0.005
RISK_MIN_ORDER_NOTIONAL_RUB=1000
RISK_SIZE_REDUCTION_WINDOW_TRADES=20
RISK_SIZE_REDUCTION_FACTOR=0.5
RISK_SIZE_REDUCTION_TRIGGER_BPS=-10
LIQ_MIN_ADV_RUB=5000000
LIQ_MAX_PARTICIPATION_RATE=0.01