bbgo_origin/config/grid.yaml
zenix 25b5eddc03 feature: add multiple exchange support in backtest
fix: change doc, since --exchange removed from backtest

fix: test for config changes
2022-03-07 13:18:56 +09:00

61 lines
1.7 KiB
YAML

---
sessions:
binance:
exchange: binance
envVarPrefix: binance
#max:
# exchange: max
# envVarPrefix: max
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:
BTCUSDT:
# basic risk control order executor
basic:
minQuoteBalance: 100.0
maxBaseAssetBalance: 3.0
minBaseAssetBalance: 0.0
maxOrderAmount: 1000.0
# example command:
# godotenv -f .env.local -- go run ./cmd/bbgo backtest --sync-from 2020-11-01 --config config/grid.yaml --base-asset-baseline
backtest:
# for testing max draw down (MDD) at 03-12
# see here for more details
# https://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp
startTime: "2022-01-10"
endTime: "2022-01-11"
symbols:
- BTCUSDT
account:
binance:
balances:
BTC: 0.0
USDT: 10000.0
exchangeStrategies:
- on: binance
grid:
symbol: BTCUSDT
quantity: 0.001
# scaleQuantity:
# byPrice:
# exp:
# domain: [20_000, 30_000]
# range: [0.2, 0.001]
gridNumber: 100
profitSpread: 1000.0 # The profit price spread that you want to add to your sell order when your buy order is executed
upperPrice: 50_000.0
lowerPrice: 20_000.0
long: true # The sell order is submitted in the same order amount as the filled corresponding buy order, rather than the same quantity.