mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-14 11:03:53 +00:00
52 lines
1.4 KiB
YAML
52 lines
1.4 KiB
YAML
# usage:
|
|
#
|
|
# go run ./cmd/bbgo hoptimize --config bollmaker_ethusdt.yaml --optimizer-config optimizer-hyperparam-search.yaml
|
|
#
|
|
---
|
|
# The search algorithm. Supports the following algorithms:
|
|
# - tpe: (default) Tree-structured Parzen Estimators
|
|
# - cmaes: Covariance Matrix Adaptation Evolution Strategy
|
|
# - sobol: Quasi-monte carlo sampling based on Sobol sequence
|
|
# - random: random search
|
|
# Reference: https://c-bata.medium.com/practical-bayesian-optimization-in-go-using-goptuna-edf97195fcb5
|
|
algorithm: tpe
|
|
|
|
# The objective function to be maximized. Possible options are:
|
|
# - profit: by trading profit
|
|
# - volume: by trading volume
|
|
# - equity: by equity difference
|
|
objectiveBy: equity
|
|
|
|
# Maximum number of search evaluations.
|
|
maxEvaluation: 1000
|
|
|
|
executor:
|
|
type: local
|
|
local:
|
|
maxNumberOfProcesses: 10
|
|
|
|
matrix:
|
|
- type: string # alias: iterate
|
|
path: '/exchangeStrategies/0/bollmaker/interval'
|
|
values: ["1m", "5m"]
|
|
|
|
- type: rangeInt
|
|
label: window
|
|
path: '/exchangeStrategies/0/bollmaker/defaultBollinger/window'
|
|
min: 12
|
|
max: 240
|
|
|
|
- type: rangeFloat # alias: range
|
|
path: '/exchangeStrategies/0/bollmaker/spread'
|
|
min: 0.001
|
|
max: 0.002
|
|
|
|
- type: rangeFloat
|
|
path: '/exchangeStrategies/0/bollmaker/quantity'
|
|
min: 0.001
|
|
max: 0.070
|
|
# Most markets defines the minimum order amount. "step" is useful in such case.
|
|
step: 0.001
|
|
|
|
- type: bool
|
|
path: '/exchangeStrategies/0/bollmaker/buyBelowNeutralSMA' |