zwitschi
38e1d64437
CI / lint-test-build (push) Successful in 2m31s
- Introduced backtesting page and fragment in the dashboard for running backtests and viewing recent reports. - Implemented backtest run logic with configuration options including event path, starting balances, trade capital, and fee profiles. - Added recent backtest reports storage and retrieval. - Created a new strategy module for statistical arbitrage experiments with validation on configuration parameters. - Updated settings to include parameters for the statistical arbitrage strategy. - Enhanced dashboard controls to support the new strategy mode. - Added unit tests for backtesting functionality and strategy validation. - Updated templates for backtesting UI integration.
57 lines
1.4 KiB
Bash
57 lines
1.4 KiB
Bash
APP_ENV=dev
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APP_HOST=0.0.0.0
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APP_PORT=8000
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LOG_LEVEL=INFO
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LOG_JSON=true
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ALERTS_ENABLED=true
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ALERT_MIN_SEVERITY=warning
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ALERT_DEDUP_SECONDS=30
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ALERT_ON_TRADE_EVENTS=true
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ALERT_ON_ERROR_EVENTS=true
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ALERT_ON_THRESHOLD_EVENTS=true
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ALERT_ON_SYSTEM_EVENTS=true
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TELEGRAM_ALERTS_ENABLED=false
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TELEGRAM_BOT_TOKEN=
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TELEGRAM_CHAT_ID=
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DISCORD_ALERTS_ENABLED=false
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DISCORD_WEBHOOK_URL=
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EMAIL_ALERTS_ENABLED=false
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EMAIL_SMTP_HOST=
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EMAIL_SMTP_PORT=587
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EMAIL_SMTP_USERNAME=
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EMAIL_SMTP_PASSWORD=
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EMAIL_ALERT_FROM=
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EMAIL_ALERT_TO=
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EMAIL_SMTP_USE_TLS=true
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DUCKDB_PATH=./data/arbitrade.duckdb
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FERNET_KEY=
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KRAKEN_API_KEY=
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KRAKEN_API_SECRET=
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KRAKEN_API_KEY_PERMISSIONS=query,trade
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KRAKEN_REST_URL=https://api.kraken.com
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KRAKEN_WS_URL=wss://ws.kraken.com/v2
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KRAKEN_PRIVATE_RATE_LIMIT_SECONDS=1.0
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KRAKEN_HTTP_TIMEOUT_SECONDS=10.0
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KRAKEN_RETRY_ATTEMPTS=3
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KRAKEN_RETRY_BASE_DELAY_SECONDS=0.25
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WS_HEARTBEAT_TIMEOUT_SECONDS=20.0
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WS_MAX_STALENESS_SECONDS=5.0
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PAPER_TRADING_MODE=true
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TRADE_CAPITAL_USD=100.0
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MAX_TRADE_CAPITAL_USD=100.0
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MAX_CONCURRENT_TRADES=
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MAX_EXPOSURE_PER_ASSET_USD=
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QUOTE_BALANCE_ASSET=USD
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MIN_ORDER_SIZE_USD=
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KILL_SWITCH_ACTIVE=false
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DAILY_LOSS_LIMIT_USD=5.0
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CUMULATIVE_LOSS_LIMIT_USD=10.0
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MAX_SOURCE_LATENCY_MS=
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MAX_APPLY_LATENCY_MS=
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MAX_CONSECUTIVE_FAILURES=
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STRATEGY_ENABLE_STAT_ARB_EXPERIMENT=false
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STRATEGY_STAT_ARB_LOOKBACK_WINDOW=120
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STRATEGY_STAT_ARB_ENTRY_ZSCORE=2.0
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STRATEGY_STAT_ARB_EXIT_ZSCORE=0.5
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STRATEGY_STAT_ARB_MAX_HOLDING_SECONDS=900.0
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