feat: Add DART strategy and related configurations
ㅇ Changes: - Introduced the DART strategy to the trading system, including its configuration and integration into the existing framework. - Updated the database schema to include DART-specific tables for disclosures and watchlists. - Enhanced the backtesting and parameter search functionalities to support the DART strategy. - Implemented new rules for browser verification and API interactions to ensure compliance with the updated DART strategy. Impact: - These additions expand the trading capabilities of the system, allowing for more comprehensive analysis and execution of DART-related strategies, while maintaining system integrity and performance.
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@@ -63,6 +63,8 @@ class ScalpSearchContext:
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period_days: int
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portfolio: Dict[str, Any]
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grid_keys: List[str]
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start_key: str = ""
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end_key: str = ""
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ticks_by_code: Any = None
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tick_rows: int = 0
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tick_backtest_meta: Dict[str, Any] = field(default_factory=dict)
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@@ -279,6 +281,8 @@ def prepare_scalp_search_context(
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period_days=period_days,
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portfolio=portfolio,
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grid_keys=scalp_grid_axis_keys(mode),
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start_key=start_key,
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end_key=end_key,
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ticks_by_code=ticks_by_code,
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tick_rows=int(tick_rows),
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tick_backtest_meta=tick_backtest_meta,
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@@ -352,6 +356,8 @@ def run_scalp_optuna(
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ticks_by_code=ctx.ticks_by_code,
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orderbook_by_code=ctx.orderbook_by_code,
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program_by_code=ctx.program_by_code,
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start_key=ctx.start_key,
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end_key=ctx.end_key,
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)
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if result is None:
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trial.set_user_attr("gates_ok", False)
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@@ -478,6 +484,8 @@ def run_scalp_optuna(
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ticks_by_code=ctx.ticks_by_code,
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orderbook_by_code=ctx.orderbook_by_code,
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program_by_code=ctx.program_by_code,
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start_key=ctx.start_key,
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end_key=ctx.end_key,
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)
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def _save_partial(_data: Dict[str, Any]) -> None:
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