Simplified coefficient class. Monitoring stores params so that they dont need to be passed around. Added support for different params for each timeframe. Updated GUI to show three timeframes for each calculation.

2021-03-10 15:22:17 +00:00
parent 0c17c7e5a9
commit 8c2cbf5df8
4 changed files with 144 additions and 117 deletions
@@ -8,16 +8,26 @@ calculate:
  overlap_pct: 90
  max_p_value: 0.05
 monitor:
-  calculate_from:
-    long:
-      minutes: 30
-    short:
-      minutes: 10
  interval: 10
-  min_prices: 400
-  max_set_size_diff_pct: 90
-  overlap_pct: 80
-  max_p_value: 0.05
+  calculations:
+    long:
+      from: 30
+      min_prices: 400
+      max_set_size_diff_pct: 90
+      overlap_pct: 80
+      max_p_value: 0.05
+    medium:
+      from: 15
+      min_prices: 300
+      max_set_size_diff_pct: 90
+      overlap_pct: 80
+      max_p_value: 0.05
+    short:
+      from: 5
+      min_prices: 50
+      max_set_size_diff_pct: 90
+      overlap_pct: 80
+      max_p_value: 0.05
  monitoring_threshold: 0.9
  divergence_threshold: 0.8
  tick_cache_time: 10