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30 lines
529 B
YAML
30 lines
529 B
YAML
persistence:
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json:
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directory: var/data
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redis:
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host: 127.0.0.1
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port: 6379
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db: 0
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sessions:
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binance:
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exchange: binance
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envVarPrefix: binance
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exchangeStrategies:
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- on: binance
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irr:
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symbol: BTCBUSD
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# in milliseconds(ms)
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hftInterval: 5
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# maxima position in USD
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amount: 500.0
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# alpha1: negative return reversion
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NR: true
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# alpha2: moving average reversion
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MR: true
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# Draw pnl
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drawGraph: true
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graphPNLPath: "./pnl.png"
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graphCumPNLPath: "./cumpnl.png"
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