Added support for multiple timeframes for coefficient calculation.

2021-03-08 17:50:24 +00:00
parent 15f1ca2288
commit d08fef0cbb
4 changed files with 177 additions and 113 deletions
@@ -8,8 +8,11 @@ calculate:
  overlap_pct: 90
  max_p_value: 0.05
 monitor:
-  from:
-    minutes: 30
+  calculate_from:
+    long:
+      minutes: 30
+    short:
+      minutes: 10
  interval: 10
  min_prices: 400
  max_set_size_diff_pct: 90
@@ -58,8 +61,8 @@ logging:
 developer:
  inspection: false
 window:
-  x: 42
-  y: 51
+  x: 37
+  y: 42
  width: 1512
  height: 975
  style: 541072960