bbgo/config/irr.yaml

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persistence:
json:
directory: var/data
redis:
host: 127.0.0.1
port: 6379
db: 0
sessions:
binance:
exchange: binance
envVarPrefix: binance
exchangeStrategies:
- on: binance
irr:
symbol: BTCUSDT
interval: 1m
window: 10
amount: 5000
# Draw pnl
drawGraph: true
graphPNLPath: "./pnl.png"
graphCumPNLPath: "./cumpnl.png"
backtest:
startTime: "2022-01-01"
endTime: "2022-11-01"
symbols:
- BTCUSDT
sessions: [binance]
# syncSecKLines: true
accounts:
binance:
makerFeeRate: 0.0000
takerFeeRate: 0.0000
balances:
BTC: 0.0
USDT: 5000