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mt5-correlation/config.yaml
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---
calculate:
from:
days: 10
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timeframe: 15
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min_prices: 400
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max_set_size_diff_pct: 90
overlap_pct: 90
max_p_value: 0.05
monitor:
interval: 10
calculations:
long:
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from: 60
min_prices: 2000
max_set_size_diff_pct: 90
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overlap_pct: 90
max_p_value: 0.05
medium:
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from: 30
min_prices: 1000
max_set_size_diff_pct: 90
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overlap_pct: 90
max_p_value: 0.05
short:
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from: 10
min_prices: 200
max_set_size_diff_pct: 50
overlap_pct: 50
max_p_value: 0.05
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monitoring_threshold: 0.9
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divergence_threshold: 0.8
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tick_cache_time: 10
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autosave: true
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logging:
version: 1
disable_existing_loggers: false
formatters:
brief:
format: '%(asctime)s - %(name)s - %(levelname)s - %(message)s'
datefmt: '%H:%M:%S'
precice:
format: '%(asctime)s - %(threadName)s - %(name)s - %(levelname)s - %(message)s'
datefmt: '%Y-%m-%d %H:%M:%S'
handlers:
console:
level: INFO
class: logging.StreamHandler
formatter: brief
stream: ext://sys.stdout
file:
level: DEBUG
class: logging.handlers.RotatingFileHandler
formatter: precice
filename: debug.log
mode: a
maxBytes: 2560000
backupCount: 1
root:
level: DEBUG
handlers:
- console
- file
loggers:
mt5-correlation:
level: DEBUG
handlers:
- console
- file
propagate: 0
developer:
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inspection: false
window:
x: 37
y: 42
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width: 1510
height: 956
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style: 541072960
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settings_window:
x: 354
y: 299
width: 664
height: 317
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style: 524352
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...