Aggancio serie storiche ETFP-XPAR-XAMS

This commit is contained in:
fredmaloggia
2025-12-04 23:16:28 +01:00
parent e36f3e1577
commit 134d5879f8
2 changed files with 362 additions and 113 deletions

View File

@@ -18,7 +18,13 @@
},
"ranking": {
"top_n_max": 15,
"rp_max_weight": 0.1333333333
"rp_max_weight": 0.1333333333,
"score_verbose": false,
"score_weights": {
"Sharpe": 0.4,
"CAGR_%": 0.4,
"MaxDD_%eq": 0.2
}
},
"signals": {
"sl_bps": 300.0,
@@ -66,10 +72,12 @@
"min_segments": 2
},
"prices": {
"base_url": "https://fin.scorer.app/finance/euronext/price",
"base_url": "https://fin.scorer.app/finance/etf-inv/history",
"max_retry": 3,
"sleep_sec": 0.1,
"timeout": 10
"timeout": 10,
"cache_dir": "output/price_cache",
"recompute_portfolio_open": false
},
"run": {
"business_days_only": true,