bbgo_origin/config/schedule-ethusdt.yaml
2022-01-31 01:52:47 +08:00

77 lines
2.3 KiB
YAML

---
# time godotenv -f .env.local -- go run ./cmd/bbgo backtest --exchange binance --base-asset-baseline --config config/schedule-ethusdt.yaml -v
backtest:
startTime: "2021-08-01"
endTime: "2021-08-07"
symbols:
- ETHUSDT
account:
balances:
ETH: 1.0
USDT: 20_000.0
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:
ETHUSDT:
# basic risk control order executor
basic:
minQuoteBalance: 1000.0
maxBaseAssetBalance: 500.0
minBaseAssetBalance: 300.0
maxOrderAmount: 1000.0
exchangeStrategies:
- on: binance
schedule:
# trigger schedule per hour
# valid intervals are: 1m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 12h, 1d
interval: 1h
symbol: ETHUSDT
side: buy
# quantity is the quantity of the crypto (in base currency) you want to buy/sell
# quantity: 0.01
# amount is the quote quantity of the crypto (in quote currency), here is USDT.
# 11.0 means you want to buy ETH with 11 USDT.
# the quantity will be calculated automatically, according to the latest price
amount: 11.0
# belowMovingAverage is a special override (optional)
# execute order only when the closed price is below the moving average line.
# you can open the app to adjust your parameters here.
# the interval here could be different from the triggering interval.
belowMovingAverage:
type: EWMA
interval: 1h
window: 99
# you can override the default side
side: buy
# you can choose one of quantity or amount
# quantity: 0.05
# amount is how much quote balance you want to buy
# here 11.0 means you want to buy ETH with 11.0 USDT
# please note that crypto exchange requires you to submit an order above the min notional limit $10 usdt
amount: 11.0
# aboveMovingAverage is a special override (optional)
# aboveMovingAverage:
# type: EWMA
# interval: 1h
# window: 99
# side: sell
# # quantity: 0.05
# amount: 11.0