app.cfg 4.2 KB

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  1. [global]
  2. server.socket_host: "0.0.0.0"
  3. server.socket_port: 8082
  4. [redis]
  5. redis.server: "localhost"
  6. redis.port: 6379
  7. redis.db: 3
  8. redis.sleep: 0.5
  9. redis.datastore.key.option_implv: 'opt_implv'
  10. redis.datastore.key.option_chains: 'opt_chains'
  11. redis.datastore.key.option_set: 'opt_set'
  12. redis.datastore.key.option_implv_ts_set: 'opt_implv_ts_set'
  13. redis.datastore.key.option_implv_ts: 'opt_implv_ts'
  14. # a redis key that stores all the contract ids of contracts in a portfolio
  15. redis.datastore.key.port_conid_set: 'port_conid_set'
  16. redis.datastore.key.port_prefix: 'PT'
  17. # note that the port summary key has no prefix assigned to it
  18. # to retrive its value just use rs.get instead of self.rs_<xxx>
  19. redis.datastore.key.port_summary: 'port_summary'
  20. redis.datastore.key.port_items: 'port_items'
  21. redis.datastore.key.acct_summary: 'acct_summary'
  22. [/]
  23. tools.sessions.on : True
  24. tools.staticdir.root : '/home/larry-13.04/workspace/finopt/src/'
  25. #tools.staticdir.root : '/home/larry-13.04/production/finopt/'
  26. [/static]
  27. tools.staticdir.on : True
  28. tools.staticdir.tmpl : './html'
  29. #tools.staticdir : './html'
  30. [/public]
  31. tools.staticdir.on: True
  32. tools.staticdir.dir : './html/public'
  33. [options_data]
  34. options_data.logconfig: "{'filename': '/home/larry-13.04/workspace/finopt/log/opt.log', 'filemode': 'w','level': logging.DEBUG}"
  35. [portfolio]
  36. portfolio.logconfig: "{'filename': '/home/larry-13.04/workspace/finopt/log/port.log', 'filemode': 'w','level': logging.INFO}"
  37. portfolio.epc: "{'stream_to_Kafka': True}"
  38. 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']"
  39. [opt_serve]
  40. opt_serve.logconfig: "{'filename': '/home/larry-13.04/workspace/finopt/log/serve.log', 'filemode': 'w','level': logging.INFO}"
  41. [cep]
  42. kafka.host: 'vsu-01'
  43. kafka.port: 9092
  44. kafka.ib.topic.tick_price: 'ib_tick_price'
  45. kafka.ib.topic.tick_size: 'ib_tick_size'
  46. ib.subscription.fileloc: '/home/larry-13.04/workspace/finopt/data/subscription.txt'
  47. [market]
  48. hkex.openhours: '{"morning":[915,1200], "afternoon":[1300,1615]}'
  49. #ib.gateway: '127.0.0.1'
  50. ib.gateway: 'vsu-01'
  51. ib.port: 7496
  52. #gw port
  53. #ib.port:4001
  54. ib.appid.portfolio: 9922
  55. ib.appid: 9911
  56. option.underlying = "('HSI', 'FUT', 'HKFE', 'HKD', '', 0, '')"
  57. option.underlying.month_price = "[['20151029', 22817.0, '^HSI'], ['20151127', 22715.0, '^HSI']]"
  58. option.underlying.yahoo_ws = "{'use_yahoo': True, 'func': 'ystockquote.get_price'}"
  59. option.underlying.tick_size = 200
  60. option.greeks.recal = "{'use_last_if_no_bidask': True, 'rate':0.005, 'div':0.005, 'vol':0.2}"
  61. option.chain_range = 0.08
  62. option.bid_ask_spread_tolerance = 0.90
  63. [alert_bot]
  64. msg_bot.jid: "robo@route69.hopto.org"
  65. msg_bot.pass: 123
  66. msg_bot.recipients: "['blueman@route69.hopto.org']"
  67. msg_bot.redis_mq: 'chatq'
  68. msg_bot.redis_prefix: 'alert_bot'
  69. #
  70. # 'filename': '../log/alert_bot.log', 'filemode': 'w',
  71. msg_bot.logconfig: "{'level': logging.INFO}"
  72. [epc]
  73. kafka.host: 'vsu-01'
  74. kafka.port: 9092
  75. [ib_mds]
  76. ib_mds.logconfig: "{'filename': '/home/larry-13.04/workspace/finopt/log/ib_mds.log', 'filemode': 'w','level': logging.INFO}"
  77. ib_mds.ib_port: 7496
  78. #ib_mds.ib_port: 4001
  79. ib_mds.appid.id: 9800
  80. ib_mds.gateway: 'localhost'
  81. #ib_mds.gateway: '192.168.1.118'
  82. ib_mds.is_persist: 1
  83. ib_mds.persist_dir: '/home/larry-13.04/workspace/finopt/data/mds_files'
  84. ib_mds.spill_over_limit: 10000
  85. [ib_heartbeat]
  86. ib_heartbeat.logconfig: "{'filename': '/home/larry-13.04/workspace/finopt/log/ib_mds.log', 'filemode': 'w','level': logging.INFO}"
  87. #ib_heartbeat.ib_port: 4001
  88. ib_heartbeat.ib_port: 7496
  89. ib_heartbeat.appid.id: 9911
  90. ib_heartbeat.gateway: 'localhost'
  91. #ib_heartbeat.gateway: '192.168.1.118'
  92. ib_heartbeat.try_interval: 3
  93. ib_heartbeat.suppress_msg_interval: 60
  94. [smart_order]
  95. smart_order.logconfig: "{'filename': '/home/larry-13.04/workspace/finopt/log/smart_order.log', 'filemode': 'w','level': logging.INFO}"