[global] server.socket_host: "0.0.0.0" server.socket_port: 8082 [redis] redis.server: "localhost" redis.port: 6379 redis.db: 3 redis.sleep: 0.5 redis.datastore.key.option_implv: 'opt_implv' redis.datastore.key.option_chains: 'opt_chains' redis.datastore.key.option_set: 'opt_set' redis.datastore.key.option_implv_ts_set: 'opt_implv_ts_set' redis.datastore.key.option_implv_ts: 'opt_implv_ts' # a redis key that stores all the contract ids of contracts in a portfolio redis.datastore.key.port_conid_set: 'port_conid_set' redis.datastore.key.port_prefix: 'PT' # note that the port summary key has no prefix assigned to it # to retrive its value just use rs.get instead of self.rs_ redis.datastore.key.port_summary: 'port_summary' redis.datastore.key.port_items: 'port_items' redis.datastore.key.acct_summary: 'acct_summary' [/] tools.sessions.on : True tools.staticdir.root : '/home/larry-13.04/workspace/finopt/src/' #tools.staticdir.root : '/home/larry-13.04/production/finopt/' [/static] tools.staticdir.on : True tools.staticdir.tmpl : './html' #tools.staticdir : './html' [/public] tools.staticdir.on: True tools.staticdir.dir : './html/public' [/ws] tools.websocket.on: True tools.websocket.handler_cls: opt_serve.OptWebSocket [options_data] options_data.logconfig: "{'filename': '/home/larry-13.04/workspace/finopt/log/opt.log', 'filemode': 'w','level': logging.DEBUG}" [portfolio] portfolio.logconfig: "{'filename': '/home/larry-13.04/workspace/finopt/log/port.log', 'filemode': 'w','level': logging.INFO}" portfolio.epc: "{'stream_to_Kafka': True}" portfolio.account_summary_tags: "['AccountType','NetLiquidation','TotalCashValue','SettledCash','AccruedCash','BuyingPower','EquityWithLoanValue','PreviousDayEquityWithLoanValue','GrossPositionValue','RegTEquity','RegTMargin','SMA','InitMarginReq','MaintMarginReq','AvailableFunds','ExcessLiquidity','Cushion','FullInitMarginReq','FullMaintMarginReq','FullAvailableFunds','FullExcessLiquidity','LookAheadNextChange','LookAheadInitMarginReq','LookAheadMaintMarginReq','LookAheadAvailableFunds','LookAheadExcessLiquidity','HighestSeverity','DayTradesRemaining','Leverage']" [opt_serve] opt_serve.logconfig: "{'filename': '/home/larry-13.04/workspace/finopt/log/serve.log', 'filemode': 'w','level': logging.INFO}" [cep] kafka.host: 'vsu-01' kafka.port: 9092 kafka.ib.topic.tick_price: 'ib_tick_price' kafka.ib.topic.tick_size: 'ib_tick_size' ib.subscription.fileloc: '/home/larry-13.04/workspace/finopt/data/subscription.txt' [market] hkex.openhours: '{"morning":[915,1200], "afternoon":[1300,1615]}' #ib.gateway: '127.0.0.1' ib.gateway: 'vsu-01' ib.port: 7496 #gw port #ib.port:4001 ib.appid.portfolio: 9922 ib.appid: 9911 option.underlying = "('HSI', 'FUT', 'HKFE', 'HKD', '', 0, '')" option.underlying.month_price = "[['20151029', 22817.0, '^HSI'], ['20151127', 22715.0, '^HSI']]" option.underlying.yahoo_ws = "{'use_yahoo': True, 'func': 'ystockquote.get_price'}" option.underlying.tick_size = 200 # refer to this link for rate and div # https://www.hkex.com.hk/eng/sorc/tools/calculator_index_option.aspx option.greeks.recal = "{'use_last_if_no_bidask': True, 'rate':0.0009, 'div':0.328, 'vol':0.2}" option.chain_range = 0.08 option.bid_ask_spread_tolerance = 0.90 [alert_bot] msg_bot.jid: "robo@route69.hopto.org" msg_bot.pass: 123 msg_bot.recipients: "['blueman@route69.hopto.org']" msg_bot.redis_mq: 'chatq' msg_bot.redis_prefix: 'alert_bot' # # 'filename': '../log/alert_bot.log', 'filemode': 'w', msg_bot.logconfig: "{'level': logging.INFO}" [epc] kafka.host: 'vsu-01' kafka.port: 9092 [ib_mds] ib_mds.logconfig: "{'filename': '/home/larry-13.04/workspace/finopt/log/ib_mds.log', 'filemode': 'w','level': logging.INFO}" ib_mds.ib_port: 7496 #ib_mds.ib_port: 4001 ib_mds.appid.id: 9800 ib_mds.gateway: 'localhost' #ib_mds.gateway: '192.168.1.118' ib_mds.is_persist: 1 ib_mds.persist_dir: '/home/larry-13.04/workspace/finopt/data/mds_files' ib_mds.spill_over_limit: 10000 [ib_heartbeat] ib_heartbeat.logconfig: "{'filename': '/home/larry-13.04/workspace/finopt/log/ib_mds.log', 'filemode': 'w','level': logging.INFO}" #ib_heartbeat.ib_port: 4001 ib_heartbeat.ib_port: 7496 ib_heartbeat.appid.id: 9911 #ib_heartbeat.gateway: 'localhost' ib_heartbeat.gateway: '192.168.1.118' ib_heartbeat.try_interval: 60 ib_heartbeat.suppress_msg_interval: 120 [smart_order] smart_order.logconfig: "{'filename': '/home/larry-13.04/workspace/finopt/log/smart_order.log', 'filemode': 'w','level': logging.INFO}" [tws_gateway] subscription_manager.subscriptions.redis_key: 'subscriptions' tws_gateway.logconfig: "{'filename': '/home/larry-13.04/workspace/finopt/log/tws_gateway.log', 'filemode': 'w','level': logging.INFO}" tws_gateway.order_transmit: False [options_chain] options_calculation_engine.logconfig: "{'filename': '/home/larry-13.04/workspace/finopt/log/oce.log', 'filemode': 'w','level': logging.INFO}" option_chain_id.redis_key_prefix: 'optchain-' clear_redis_on_start: True