cep.cfg 2.8 KB

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