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config.yaml
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43 lines (38 loc) · 845 Bytes
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%YAML 1.2
---
market_history:
name: bitfinex_history
base_currency: USD
candle_interval: 5min
exchange: bitfinex
fetch_init_timeframe_days: 100
update_mode: none
force_source: local_cache
backend:
dbms: postgresql
dbms_connect_db: postgres
dbms_host: docker_db
dbms_port: 5433
dbms_pw: postgres
dbms_user: postgres
local_cache: True
check_db_sync: False
trader:
id: 1
budget: 1000
maker_fee: 0.1
taker_fee: 0.2
run_live: False
strategy:
amount_invest_per_asset: 100
moving_window_hours: 160
buy_signal_boundary: 0.05
buy_signal_score: 0.1
buy_signal_preference: 1
profit_factor_target: 1.1
hold_time_days: 4
profit_factor_target_min: 1.01
simulation:
subset_size_days: 30
subset_amount: 10
train_val_split_ratio: 0.8