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bfr w buy_ratios and std, algo with symbol switching and fr exponentiation for optimization

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stevekeyharvey
2026-05-06 16:20:06 +00:00
parent 5f945f8b08
commit 99312b768f
12 changed files with 13319 additions and 10903 deletions
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8
algo_config.json
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@@ -1,19 +1,19 @@
{
"Updated_Timestamp": 1777942827905,
"Updated_Timestamp": 1778048640336,
"Config": {
"Loop_Sleep_Sec": 0.0,
"Max_Order_Over_Notional_Ratio": 1.05,
"Max_Target_Notional": 0.0,
"Min_Time_To_Funding_Minutes": 57,
"Min_Fund_Rate_Pct_To_Trade": 0.0005,
"Price_Worsener_Aster": 1,
"Min_Fund_Rate_Pct_To_Trade": 0.0,
"Price_Worsener_Aster": 0,
"Price_Worsener_Extend": -1,
"Switch_To_Taker_Seconds": 3,
"Target_Open_Cash_Position": 10
},
"Logging": {
"Log_Summary_Each_Loop": false,
"Print_Summary_Each_Loop": true
"Print_Summary_Each_Loop": false
},
"Overrides": {
"Allow_Ordering_Aster": true,