config: update schedule config with back-test settings

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c9s 2022-07-19 17:43:11 +08:00
parent ea4efccd89
commit 6dc73f9096
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2 changed files with 36 additions and 21 deletions

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---
exchangeStrategies:
- on: max
schedule:
interval: 1m
symbol: USDTTWD
side: buy
quantity: 10
aboveMovingAverage:
type: EWMA
interval: 1h
window: 99
side: sell
belowMovingAverage:
type: EWMA
interval: 1h
window: 99
side: buy

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---
riskControls:
# This is the session-based risk controller, which let you configure different risk controller by session.
sessionBased:
# "max" is the session name that you want to configure the risk control
max:
# orderExecutor is one of the risk control
orderExecutor:
# symbol-routed order executor
bySymbol:
USDTTWD:
# basic risk control order executor
basic:
minQuoteBalance: 100.0
maxBaseAssetBalance: 30_000.0
minBaseAssetBalance: 0.0
maxOrderAmount: 1_000.0
backtest:
sessions:
- binance
startTime: "2022-01-01"
endTime: "2022-06-18"
symbols:
- ETHUSDT
accounts:
binance:
balances:
USDT: 20_000.0
exchangeStrategies:
- on: max
- on: binance
schedule:
interval: 1m
symbol: USDTTWD
interval: 1h
symbol: ETHUSDT
side: buy
quantity: 10
amount: 20
aboveMovingAverage:
type: EWMA