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control_config.yaml
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process_configuration_start_time:
default: '00:01'
run_stack_handler: '00:01'
run_capital_update: '01:00'
run_daily_prices_updates: '20:00'
run_daily_fx_and_contract_updates: '07:00'
run_daily_update_multiple_adjusted_prices: '23:00'
run_systems: '20:05'
run_strategy_order_generator: '20:10'
run_backups: '20:15'
run_cleaners: '20:20'
run_reports: '20:25'
process_configuration_stop_time:
default: '23:50'
run_strategy_order_generator: '23:50'
run_stack_handler: '19:45'
run_capital_update: '19:50'
run_daily_prices_updates: '23:50'
run_daily_fx_and_contract_updates: '23:50'
run_daily_update_multiple_adjusted_prices: '23:50'
run_systems: '23:50'
run_backups: '23:50'
run_cleaners: '23:50'
run_reports: '23:50'
## Examples of passing arguments
#arguments:
# run_daily_prices_updates:
# update_historical_prices: # everything in this block is passed as **kwargs to this method
# download_by_zone:
# ASIA: '07:00'
# EMEA: '18:00'
# US: '20:00'
# _methods_on_completion: # and this block is passed to all methods that run on completion only
# a: 'test'
# Examples:
#process_configuration_previous_process:
# run_systems: 'run_daily_prices_updates'
# run_strategy_order_generator: 'run_systems'
# run_cleaners: 'run_strategy_order_generator'
# run_backups: 'run_cleaners'
# run_reports: 'run_strategy_order_generator'
# we include every method to make process monitoring easier
process_configuration_methods:
run_capital_update:
update_total_capital:
frequency: 120
max_executions: 10
strategy_allocation:
max_executions: 1
run_daily_prices_updates:
update_historical_prices:
max_executions: 1
run_daily_fx_and_contract_updates:
update_fx_prices:
max_executions: 1
update_sampled_contracts:
max_executions: 1
run_daily_update_multiple_adjusted_prices:
update_multiple_adjusted_prices:
max_executions: 1
run_stack_handler:
refresh_additional_sampling_all_instruments:
frequency: 60
max_executions: -1
check_external_position_break:
frequency: 0
max_executions: -1
spawn_children_from_new_instrument_orders:
frequency: 0
max_executions: -1
generate_force_roll_orders:
frequency: 0
max_executions: 1
create_broker_orders_from_contract_orders:
frequency: 0
max_executions: -1
process_fills_stack:
frequency: 0
max_executions: -1
handle_completed_orders:
frequency: 0
max_executions: -1
safe_stack_removal:
run_on_completion_only: True
run_reports:
costs_report:
max_executions: 1
liquidity_report:
max_executions: 1
status_report:
max_executions: 1
roll_report:
max_executions: 1
daily_pandl_report:
max_executions: 1
reconcile_report:
max_executions: 1
trade_report:
max_executions: 1
strategy_report:
max_executions: 1
risk_report:
max_executions: 1
slippage_report:
max_executions: 1
instrument_risk_report:
max_executions: 1
min_capital:
max_executions: 1
duplicate_market:
max_executions: 1
remove_markets_report:
max_executions: 1
market_monitor_report:
max_executions: 1
account_curve_report:
max_executions: 1
run_backups:
backup_db_to_csv:
max_executions: 1
backup_parquet:
max_executions: 1
backup_files:
max_executions: 1
backup_mongo_data_as_dump:
max_executions: 1
run_cleaners:
clean_backtest_states:
max_executions: 1
clean_echo_files:
max_executions: 1
clean_log_files:
max_executions: 1
# You need to create an entry in private control config that looks like this for each strategy
#process_configuration_methods:
# run_systems:
# example:
# max_executions: 1
# object: sysproduction.strategy_code.run_system_classic.runSystemClassic
# backtest_config_filename: systems.provided.futures_chapter15.futures_config.yaml
# run_strategy_order_generator:
# example:
# object: sysexecution.strategies.classic_buffered_positions.orderGeneratorForBufferedPositions
# max_executions: 1