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dataloader object selector refactor
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t1user committed Jun 24, 2024
1 parent 18e588c commit 0fb0e1f
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9 changes: 7 additions & 2 deletions ib_tools/config/dataloader_base_config.yaml
Original file line number Diff line number Diff line change
@@ -1,12 +1,17 @@
source: contracts.csv
barSize: &barSize 30 secs
wts: &wts TRADES
aggression: 2
aggression: 1
continuous_futures_only: True
watchdog: False
max_number_of_workers: 40
fill_gaps: False

no_restriction: True
# ---- futures config ----
futures_selector: "contfuture" # contfuture, fullchain, current, exact
futures_fullchain_spec: full # full, active, expired; which contracts should be included in futures fullchain; relevant only if futureshow==fullchain;
futures_current_index: 0 # zero->current contfuture, positive index->future, negative->past; which contract is considered current; relevant only if futures_selector==current;
# ---- end futures config ----
datastore:
!!python/object/apply:ib_tools.datastore.ArcticStore
# joins previuosly defined aliases to create collection name
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