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Cryptoval Trading Technologies
2024-05-10 03:05:20 +01:00
parent 7a173c54fb
commit 5b7680f25a
6 changed files with 46 additions and 90 deletions
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data/apps/algo_trade.cfg
+9 -76
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@@ -1,6 +1,6 @@
@var CONFIG_SVC_HOST=cloud16.cvtt.vpn
@var ResultPath=/tmp
@var SourcePath=/home/oleg/develop/cvtt2/tmp
{
"refdata": @inc=http://${CONFIG_SVC_HOST}:6789/refdata/refdata
, "redis": @inc=http://${CONFIG_SVC_HOST}:6789/apps/common/redis
@@ -14,38 +14,15 @@
]
}
, "backtest": {
"exchanges_settings": {
"*": {
"mkt_data": {
"enabled": true
, "streaming": true
}
,"order_entry": {
"enabled": true
, "streaming": true
}
,"accounting": {
"enabled": true
, "streaming": false
}
}
"source": {
"loader_class": "cvttpy.research.time_series.loaders.sqlite_loader.SqliteMdLoader"
, "file_name": "${SourcePath}/20240424.ALPACA.QAT.db"
# , "from_time": "09:29"
}
, "source": {
"database": {
"class": "cvttpy.tools.db.sqlite.sqlite_client.SqliteClient"
, "file_name": "aaa"
}
, "from_time": {
"BUY": "09:29"
"SELL": "15:30"
}
, "result": {
# "repository": "${ResultPath}/backtest_results.json"
"db_file": "${ResultPath}/%D.backtest.db"
}
# , "initial_positions": {
# "COINBASE": {
# "BTC": 0
# , "USD": 1000.0
# }
# }
, "simulation": {
"speed_factor": 0.0
}
@@ -54,13 +31,9 @@
,"min_order_age_sec": 0.1
, "pricing_method": "BY_MKT_TRD_PRICE_BY_ORDER"
}
, "result": {
"repository": "${ResultPath}/backtest_results.json"
, "db_file": "${ResultPath}/%T.backtest.db"
}
}
, "exchanges_settings": {
"ALPACA_SNDBX-MDPORTAL": {
"*": {
"order_entry": {
"enabled": true
, "streaming": true
@@ -73,46 +46,6 @@
"enabled": false
, "streaming": false
}
, "credentials_key": {
"read_only": "ALPACA_SANDBOX"
, "trade": "ALPACA_SANDBOX"
}
}
, "ALPACA_SNDBX-MDP-03": {
"order_entry": {
"enabled": true
, "streaming": true
},
"mkt_data": {
"enabled": true
, "streaming": true
},
"accounting": {
"enabled": false
, "streaming": false
}
, "credentials_key": {
"read_only": "ALPACA_SANDBOX"
, "trade": "ALPACA_SANDBOX"
}
}
, "COINBASE_AT-MDPORTAL": {
"order_entry": {
"enabled": true
, "streaming": true
},
"mkt_data": {
"enabled": true
, "streaming": true
},
"accounting": {
"enabled": false
, "streaming": false
}
, "credentials_key": {
"read_only": "COINBASE_ADV_RO"
, "trade": "COINBASE_ADV_TRD"
}
}
}
}