add optimizer for pivotshort

config/pivotshort-ETHUSDT.yaml

@@ -13,7 +13,7 @@ exchangeStrategies:
     symbol: ETHUSDT
     interval: 5m
 
-    pivotLength:  120
+    pivotLength: 120
 
     entry:
       quantity: 10.0
@@ -28,12 +28,12 @@ exchangeStrategies:
 
 backtest:
   sessions:
-    - binance
+  - binance
   startTime: "2022-04-01"
-  endTime: "2022-06-03"
+  endTime: "2022-06-08"
   symbols:
-    - ETHUSDT
-  account:
+  - ETHUSDT
+  accounts:
     binance:
       balances:
         ETH: 10.0

config/pivotshort-GMTBUSD.yaml

@@ -37,7 +37,7 @@ backtest:
   endTime: "2022-06-03"
   symbols:
     - GMTBUSD
-  account:
+  accounts:
     binance:
       balances:
         GMT: 3_000.0

config/pivotshort.yaml

@@ -14,11 +14,11 @@ exchangeStrategies:
     symbol: GMTUSDT
     interval: 5m
 
-    pivotLength:  120
+    pivotLength: 120
 
     entry:
       quantity: 3000.0
-#      marginOrderSideEffect: borrow
+    #      marginOrderSideEffect: borrow
 
     exit:
       takeProfitPercentage: 25%
@@ -29,12 +29,12 @@ exchangeStrategies:
 
 backtest:
   sessions:
-    - binance
+  - binance
   startTime: "2022-05-01"
   endTime: "2022-06-03"
   symbols:
-    - GMTUSDT
-  account:
+  - GMTUSDT
+  accounts:
     binance:
       balances:
         GMT: 3010.0

config/pivotshort_optimizer.yaml

@@ -0,0 +1,18 @@
+# usage:
+#
+#   go run ./cmd/bbgo optimize --config bollmaker_ethusdt.yaml  --optimizer-config optimizer.yaml --debug
+#
+---
+matrix:
+- type: iterate
+  label: interval
+  path: '/exchangeStrategies/0/pivotshort/interval'
+  values: [ "5m", "30m", "1h" ]
+
+- type: range
+  path: '/exchangeStrategies/0/pivotshort/pivotLength'
+  label: pivotLength
+  min: 100.0
+  max: 200.0
+  step: 10.0
+