bbgo_origin/pkg/bbgo/testdata/backtest.yaml

34 lines
590 B
YAML

---
sessions:
max:
exchange: max
envVarPrefix: max
binance:
exchange: binance
envVarPrefix: binance
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: "2020-01-01"
account:
makerCommission: 15
takerCommission: 15
buyerCommission: 0
sellerCommission: 0
balances:
BTC: 1.0
USDT: 5000.0
exchangeStrategies:
- on: binance
test:
symbol: "BTCUSDT"
interval: "1m"
baseQuantity: 0.1
minDropPercentage: -0.05