add optimizer config

2024-11-21 22:43:52 +00:00 · 2022-05-19 18:27:05 +08:00 · 2022-05-19 18:27:05 +08:00 · 11ad34e9f7
commit 11ad34e9f7
parent 7056853ecd
1 changed files with 21 additions and 0 deletions
--- a/config/optimizer.yaml
+++ b/config/optimizer.yaml
@ -0,0 +1,21 @@
+# usage:
+#
+#   go run ./cmd/bbgo optimize --config bollmaker_ethusdt.yaml  --optimizer-config optimizer.yaml --debug
+#
+---
+matrix:
+- type: iterate
+  path: '/exchangeStrategies/0/bollmaker/interval'
+  values: ["1m", "5m", "30m"]
+
+- type: range
+  path: '/exchangeStrategies/0/bollmaker/amount'
+  min: 20.0
+  max: 100.0
+  step: 10.0
+
+- type: range
+  path: '/exchangeStrategies/0/bollmaker/spread'
+  min: 0.1%
+  max: 0.2%
+  step: 0.01%