bbgo_origin/config/harmonic.yaml
austin362667 c8aa4ae400 strategy: improve harmonic by adding HMM filter to denoise shark signal
strategy: improve harmonic by adding HMM filter to denoise shark signal
2022-11-03 15:14:56 +08:00

37 lines
589 B
YAML

persistence:
json:
directory: var/data
redis:
host: 127.0.0.1
port: 6379
db: 0
sessions:
binance:
exchange: binance
envVarPrefix: binance
exchangeStrategies:
- on: binance
harmonic:
symbol: BTCBUSD
interval: 1s
window: 60
quantity: 0.005
# Draw pnl
drawGraph: true
graphPNLPath: "./pnl.png"
graphCumPNLPath: "./cumpnl.png"
backtest:
sessions:
- binance
startTime: "2022-10-01"
endTime: "2022-10-07"
symbols:
- BTCBUSD
accounts:
binance:
balances:
BTC: 1.0
BUSD: 60_000.0