bbgo_origin/pkg/bbgo/testdata/backtest.yaml

33 lines
560 B
YAML
Raw Permalink Normal View History

---
sessions:
max:
exchange: max
envVarPrefix: max
binance:
exchange: binance
envVarPrefix: binance
backtest:
# for testing max draw down (MDD) at 03-12
# see here for more details
# https://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp
startTime: "2020-01-01"
account:
binance:
makerFeeRate: 15
takerFeeRate: 15
balances:
BTC: 1.0
USDT: 5000.0
exchangeStrategies:
- on: binance
test:
symbol: "BTCUSDT"
interval: "1m"
baseQuantity: 0.1
minDropPercentage: -0.05