From 6dc73f909678b1735230be7e500b8d5ab71ee420 Mon Sep 17 00:00:00 2001
From: c9s <yoanlin93@gmail.com>
Date: Tue, 19 Jul 2022 17:43:11 +0800
Subject: [PATCH] config: update schedule config with back-test settings

---
 config/schedule-USDTTWD.yaml | 21 +++++++++++++++++++++
 config/schedule.yaml         | 36 +++++++++++++++---------------------
 2 files changed, 36 insertions(+), 21 deletions(-)
 create mode 100644 config/schedule-USDTTWD.yaml

diff --git a/config/schedule-USDTTWD.yaml b/config/schedule-USDTTWD.yaml
new file mode 100644
index 000000000..4cf074a59
--- /dev/null
+++ b/config/schedule-USDTTWD.yaml
@@ -0,0 +1,21 @@
+---
+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
+
diff --git a/config/schedule.yaml b/config/schedule.yaml
index fa231846e..28754cfab 100644
--- a/config/schedule.yaml
+++ b/config/schedule.yaml
@@ -1,29 +1,23 @@
 ---
-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