fix: update old configs

This commit is contained in:
zenix 2022-05-12 21:14:51 +09:00
parent 0b32e8b959
commit 2e79cb9fc8
4 changed files with 23 additions and 22 deletions

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@ -16,23 +16,23 @@ backtest:
# for testing max draw down (MDD) at 03-12 # for testing max draw down (MDD) at 03-12
# see here for more details # see here for more details
# https://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp # https://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp
startTime: "2021-08-01" startTime: "2022-01-01"
endTime: "2021-08-30" endTime: "2022-05-12"
sessions: sessions:
- binance - binance
symbols: symbols:
- ETHUSDT - MATICBUSD
account: accounts:
binance: binance:
balances: balances:
ETH: 1.0 MATIC: 0.0
USDT: 20_000.0 BUSD: 10_000.0
exchangeStrategies: exchangeStrategies:
- on: binance - on: binance
bollmaker: bollmaker:
symbol: ETHUSDT symbol: MATICBUSD
# interval is how long do you want to update your order price and quantity # interval is how long do you want to update your order price and quantity
interval: 1m interval: 1m
@ -43,7 +43,7 @@ exchangeStrategies:
# useTickerPrice use the ticker api to get the mid price instead of the closed kline price. # useTickerPrice use the ticker api to get the mid price instead of the closed kline price.
# The back-test engine is kline-based, so the ticker price api is not supported. # The back-test engine is kline-based, so the ticker price api is not supported.
# Turn this on if you want to do real trading. # Turn this on if you want to do real trading.
useTickerPrice: false useTickerPrice: true
# spread is the price spread from the middle price. # spread is the price spread from the middle price.
# For ask orders, the ask price is ((bestAsk + bestBid) / 2 * (1.0 + spread)) # For ask orders, the ask price is ((bestAsk + bestBid) / 2 * (1.0 + spread))
@ -57,8 +57,8 @@ exchangeStrategies:
minProfitSpread: 0.1% minProfitSpread: 0.1%
# maxExposurePosition is the maximum position you can hold # maxExposurePosition is the maximum position you can hold
# +10 means you can hold 10 ETH long position by maximum # +10 means you can hold 10 MATIC long position by maximum
# -10 means you can hold -10 ETH short position by maximum # -10 means you can hold -10 MATIC short position by maximum
# maxExposurePosition: 3.0 # maxExposurePosition: 3.0
maxExposurePosition: 10 maxExposurePosition: 10

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@ -9,7 +9,7 @@ exchangeStrategies:
- on: binance - on: binance
ewo_dgtrd: ewo_dgtrd:
symbol: MATICUSDT symbol: MATICBUSD
interval: 30m interval: 30m
useEma: false useEma: false
useSma: false useSma: false
@ -32,18 +32,18 @@ sync:
sessions: sessions:
- binance - binance
symbols: symbols:
- MATICUSDT - MATICBUSD
backtest: backtest:
startTime: "2022-04-14" startTime: "2022-01-01"
endTime: "2022-04-28" endTime: "2022-05-12"
symbols: symbols:
- MATICUSDT - MATICBUSD
sessions: [binance] sessions: [binance]
account: accounts:
binance: binance:
makerFeeRate: 0 #makerFeeRate: 0
takerFeeRate: 0 #takerFeeRate: 15
balances: balances:
MATIC: 500 MATIC: 0.0
USDT: 10000 BUSD: 10000

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@ -23,7 +23,7 @@ backtest:
endTime: "2022-04-13" endTime: "2022-04-13"
symbols: symbols:
- BTCUSDT - BTCUSDT
account: accounts:
binance: binance:
balances: balances:
BTC: 1.0 BTC: 1.0

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@ -35,7 +35,8 @@ backtest:
endTime: "2022-01-11" endTime: "2022-01-11"
symbols: symbols:
- BTCUSDT - BTCUSDT
account: sessions: [binance]
accounts:
binance: binance:
balances: balances:
BTC: 0.0 BTC: 0.0