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Initial strategy32 research and live runtime

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tara
2026-03-16 20:18:41 -07:00
commit c165a9add7
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docker-compose.yml Normal file
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services:
strategy32-live-monitor:
build:
context: ..
dockerfile: strategy32/Dockerfile
container_name: strategy32-live-monitor
restart: unless-stopped
env_file:
- /Volumes/SSD/workspace/money-bot/strategy11/.env
environment:
STRATEGY32_TIMEFRAME: ${STRATEGY32_TIMEFRAME:-4h}
STRATEGY32_MACRO_FILTER_TIMEFRAME: ${STRATEGY32_MACRO_FILTER_TIMEFRAME:-1w}
STRATEGY32_MACRO_FILTER_FAST_WEEKS: ${STRATEGY32_MACRO_FILTER_FAST_WEEKS:-10}
STRATEGY32_MACRO_FILTER_SLOW_WEEKS: ${STRATEGY32_MACRO_FILTER_SLOW_WEEKS:-30}
STRATEGY32_HARD_FILTER_TIMEFRAME: ${STRATEGY32_HARD_FILTER_TIMEFRAME:-1d}
STRATEGY32_EXECUTION_REFINEMENT_TIMEFRAME: ${STRATEGY32_EXECUTION_REFINEMENT_TIMEFRAME:-1h}
STRATEGY32_LOOKBACK_DAYS: ${STRATEGY32_LOOKBACK_DAYS:-365}
STRATEGY32_WARMUP_DAYS: ${STRATEGY32_WARMUP_DAYS:-90}
STRATEGY32_POLL_SECONDS: ${STRATEGY32_POLL_SECONDS:-60}
STRATEGY32_LIVE_MIN_QUOTE_VOLUME_24H: ${STRATEGY32_LIVE_MIN_QUOTE_VOLUME_24H:-100000000}
STRATEGY32_HARD_FILTER_MIN_HISTORY_BARS: ${STRATEGY32_HARD_FILTER_MIN_HISTORY_BARS:-120}
STRATEGY32_HARD_FILTER_LOOKBACK_BARS: ${STRATEGY32_HARD_FILTER_LOOKBACK_BARS:-30}
STRATEGY32_HARD_FILTER_MIN_AVG_DOLLAR_VOLUME: ${STRATEGY32_HARD_FILTER_MIN_AVG_DOLLAR_VOLUME:-50000000}
STRATEGY32_EXECUTION_REFINEMENT_LOOKBACK_BARS: ${STRATEGY32_EXECUTION_REFINEMENT_LOOKBACK_BARS:-48}
STRATEGY32_EXECUTION_REFINEMENT_FAST_EMA: ${STRATEGY32_EXECUTION_REFINEMENT_FAST_EMA:-8}
STRATEGY32_EXECUTION_REFINEMENT_SLOW_EMA: ${STRATEGY32_EXECUTION_REFINEMENT_SLOW_EMA:-21}
STRATEGY32_EXECUTION_REFINEMENT_SCALE_DOWN_GAP: ${STRATEGY32_EXECUTION_REFINEMENT_SCALE_DOWN_GAP:-0.008}
STRATEGY32_EXECUTION_REFINEMENT_MAX_CHASE_GAP: ${STRATEGY32_EXECUTION_REFINEMENT_MAX_CHASE_GAP:-0.018}
STRATEGY32_EXECUTION_REFINEMENT_MAX_RECENT_RETURN: ${STRATEGY32_EXECUTION_REFINEMENT_MAX_RECENT_RETURN:-0.03}
STRATEGY32_EXECUTION_REFINEMENT_SCALE_DOWN_FACTOR: ${STRATEGY32_EXECUTION_REFINEMENT_SCALE_DOWN_FACTOR:-0.5}
STRATEGY32_ENTRY_ONLY_REFINEMENT: ${STRATEGY32_ENTRY_ONLY_REFINEMENT:-true}
STRATEGY32_MAX_SPECS: ${STRATEGY32_MAX_SPECS:-0}
STRATEGY32_PAPER_CAPITAL_USD: ${STRATEGY32_PAPER_CAPITAL_USD:-1000}
STRATEGY32_MAX_STALENESS_DAYS: ${STRATEGY32_MAX_STALENESS_DAYS:-3}
STRATEGY32_INCLUDE_ACCOUNT_SNAPSHOT: ${STRATEGY32_INCLUDE_ACCOUNT_SNAPSHOT:-1}
STRATEGY32_BINANCE_TESTNET: ${STRATEGY32_BINANCE_TESTNET:-true}
STRATEGY32_ENABLE_LIVE_ORDERS: ${STRATEGY32_ENABLE_LIVE_ORDERS:-true}
STRATEGY32_EXECUTION_LEVERAGE: ${STRATEGY32_EXECUTION_LEVERAGE:-5}
STRATEGY32_MIN_TARGET_NOTIONAL_USD: ${STRATEGY32_MIN_TARGET_NOTIONAL_USD:-25}
STRATEGY32_MIN_REBALANCE_NOTIONAL_USD: ${STRATEGY32_MIN_REBALANCE_NOTIONAL_USD:-10}
STRATEGY32_CLOSE_ORPHAN_POSITIONS: ${STRATEGY32_CLOSE_ORPHAN_POSITIONS:-true}
STRATEGY32_RUNTIME_DIR: /app/runtime
STRATEGY32_LOG_LEVEL: ${STRATEGY32_LOG_LEVEL:-INFO}
volumes:
- ./runtime:/app/runtime
command: ["--runtime-dir", "/app/runtime"]
healthcheck:
test: ["CMD", "python", "-c", "from pathlib import Path; raise SystemExit(0 if Path('/app/runtime/strategy32_live_latest.json').exists() else 1)"]
interval: 60s
timeout: 10s
retries: 3
start_period: 30s