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Add Redis rolling stats for flow packets and z-score driven classifiers

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dirtydishes 2025-12-30 13:24:48 -05:00
parent fc7065792f
commit 163ab1039e
10 changed files with 389 additions and 32 deletions
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7
.env.example
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@ -1,6 +1,7 @@
NATS_URL=nats://localhost:4222
CLICKHOUSE_URL=http://localhost:8123
CLICKHOUSE_DATABASE=default
REDIS_URL=redis://localhost:6379
# Options ingest
OPTIONS_INGEST_ADAPTER=alpaca
@ -54,7 +55,13 @@ COMPUTE_DELIVER_POLICY=new
COMPUTE_CONSUMER_RESET=false
NBBO_MAX_AGE_MS=1000
NEXT_PUBLIC_NBBO_MAX_AGE_MS=1000
ROLLING_WINDOW_SIZE=50
ROLLING_TTL_SEC=86400
CLASSIFIER_SWEEP_MIN_PREMIUM=40000
CLASSIFIER_SWEEP_MIN_COUNT=3
CLASSIFIER_SWEEP_MIN_PREMIUM_Z=2
CLASSIFIER_SPIKE_MIN_PREMIUM=20000
CLASSIFIER_SPIKE_MIN_SIZE=400
CLASSIFIER_SPIKE_MIN_PREMIUM_Z=2.5
CLASSIFIER_SPIKE_MIN_SIZE_Z=2
CLASSIFIER_Z_MIN_SAMPLES=12