update switching fr logic for expected alpha
This commit is contained in:
23
algo.ipynb
23
algo.ipynb
@@ -2,7 +2,7 @@
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"cells": [
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{
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"cell_type": "code",
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"execution_count": 7,
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"execution_count": 1,
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"id": "d1eed397",
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"metadata": {},
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"outputs": [],
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@@ -22,7 +22,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 8,
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"execution_count": 2,
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"id": "c6151613",
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"metadata": {},
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"outputs": [],
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@@ -32,7 +32,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 9,
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"execution_count": null,
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"id": "d83c61e5",
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"metadata": {},
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"outputs": [
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@@ -48,6 +48,7 @@
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}
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],
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"source": [
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"\n",
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"config_update = {\n",
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" # 'Config': {\n",
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" # 'Price_Worsener_Aster': 0,\n",
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@@ -57,15 +58,15 @@
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" # },\n",
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" 'Logging': {\n",
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" 'Log_Summary_Each_Loop': False,\n",
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" 'Print_Summary_Each_Loop': True,\n",
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" },\n",
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" 'Overrides': {\n",
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" 'Allow_Ordering_Aster': True,\n",
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" 'Allow_Ordering_Extend': True,\n",
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" 'Allow_Symbol_Change': True,\n",
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" # 'Flatten_Open_Positions': False,\n",
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" # 'Flatten_Open_Positions_Opportunistic': False,\n",
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" 'Print_Summary_Each_Loop': False,\n",
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" },\n",
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" # 'Overrides': {\n",
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" # 'Allow_Ordering_Aster': True,\n",
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" # 'Allow_Ordering_Extend': True,\n",
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" # 'Allow_Symbol_Change': True,\n",
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" # # 'Flatten_Open_Positions': False,\n",
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" # # 'Flatten_Open_Positions_Opportunistic': False,\n",
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" # },\n",
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"}\n",
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"VAL_KEY.publish('fr_orchestrator_input', json.dumps(config_update))"
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]
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