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Join underlying quotes for 0DTE classifier

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dirtydishes 2026-01-09 16:11:38 -05:00
parent f96f5699ef
commit 2752025fbc
5 changed files with 145 additions and 3 deletions
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.env.example
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@ -67,3 +67,6 @@ CLASSIFIER_SPIKE_MIN_SIZE_Z=2
CLASSIFIER_Z_MIN_SAMPLES=12
CLASSIFIER_MIN_NBBO_COVERAGE=0.5
CLASSIFIER_MIN_AGGRESSOR_RATIO=0.55
CLASSIFIER_0DTE_MAX_ATM_PCT=0.01
CLASSIFIER_0DTE_MIN_PREMIUM=20000
CLASSIFIER_0DTE_MIN_SIZE=400