continuazione refactoring

This commit is contained in:
fredmaloggia
2025-11-25 21:41:59 +01:00
parent 8716d80ecd
commit 07111c67c0
6 changed files with 192 additions and 191 deletions

View File

@@ -1,7 +1,7 @@
{
"db": {
"stored_proc": "opt_RendimentoGiornaliero1_ALL",
"n_bars": 1305,
"n_bars": 1260,
"ptf_curr": "EUR"
},
"pattern": {
@@ -37,5 +37,43 @@
"Equal_Weight",
"Risk_Parity"
]
},
"paths": {
"base_dir": ".",
"input_universe": "Input/Universo per Trading System.xlsx",
"connection_txt": "connection.txt",
"output_dir": "output",
"plot_dir": "plot",
"open_trades_dir": "open_trades",
"audit_log_csv": "output/trades_audit_log.csv"
},
"hurst": {
"lookback": null,
"min_length": 200,
"win_grid": [
16,
24,
32,
48,
64,
96,
128,
192,
256,
384
],
"min_segments": 1
},
"prices": {
"base_url": "https://fin.scorer.app/finance/euronext/price",
"max_retry": 3,
"sleep_sec": 0.1,
"timeout": 10
},
"run": {
"business_days_only": true,
"seed": 42,
"top_n_default": 15,
"days_per_year": 252
}
}