2022-09-19 07:13:04 +00:00
|
|
|
persistence:
|
|
|
|
json:
|
|
|
|
directory: var/data
|
|
|
|
redis:
|
|
|
|
host: 127.0.0.1
|
|
|
|
port: 6379
|
|
|
|
db: 0
|
|
|
|
|
|
|
|
sessions:
|
|
|
|
binance:
|
|
|
|
exchange: binance
|
|
|
|
envVarPrefix: binance
|
|
|
|
|
|
|
|
exchangeStrategies:
|
|
|
|
- on: binance
|
2022-10-04 06:24:41 +00:00
|
|
|
irr:
|
2022-11-02 08:48:50 +00:00
|
|
|
symbol: BTCUSDT
|
|
|
|
interval: 1m
|
|
|
|
window: 10
|
|
|
|
amount: 5000
|
2022-10-04 06:59:09 +00:00
|
|
|
# Draw pnl
|
|
|
|
drawGraph: true
|
|
|
|
graphPNLPath: "./pnl.png"
|
|
|
|
graphCumPNLPath: "./cumpnl.png"
|
2022-11-02 08:48:50 +00:00
|
|
|
|
|
|
|
|
|
|
|
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
|