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