mt5-correlation/config.yaml

---
calculate:
  from:
    days: 10
  timeframe: 15
  min_prices: 500
  max_set_size_diff_pct: 90
  overlap_pct: 90
  max_p_value: 0.05
monitor:
  from:
    minutes: 60
  interval: 10
  min_prices: 500
  max_set_size_diff_pct: 90
  overlap_pct: 90
  max_p_value: 0.05
  monitoring_threshold: 0.9
  divergence_threshold: 0.8
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:
  inspection: true
...