dwker/ttools
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fix

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This commit is contained in:
David Brazda
2024-11-28 11:23:12 +01:00
parent 30885171c3
commit f52fb2649c
2 changed files with 2 additions and 1 deletions
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2
setup.py
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@ -2,7 +2,7 @@ from setuptools import setup, find_packages
setup( setup(
name='ttools', name='ttools',
version='0.7.95', version='0.7.96',
packages=find_packages(), packages=find_packages(),
install_requires=[ install_requires=[
# list your dependencies here # list your dependencies here

1
ttools/models.py
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@ -470,6 +470,7 @@ class ModelConfig:
forward_bars: int = 5 forward_bars: int = 5
target_threshold: float = 1.005 # upper pct threshold for target (1.005 = up by 0.5%) target_threshold: float = 1.005 # upper pct threshold for target (1.005 = up by 0.5%)
target_direction: str = "rise" target_direction: str = "rise"
target_returns_ewm: int = 10
target_reversal_threshold: float = 0.3 #How much retracement to allow 0.3=30%retracement terminates the window target_reversal_threshold: float = 0.3 #How much retracement to allow 0.3=30%retracement terminates the window
target_min_bars: int = 2 ## minimum bars to consider a valid movement target_min_bars: int = 2 ## minimum bars to consider a valid movement
target_min_profit_threshold: float = 0.0015 # 0.15% minimum profit threshold to maintain target_min_profit_threshold: float = 0.0015 # 0.15% minimum profit threshold to maintain