backtest settings

This commit is contained in:
Cryptoval Trading Technologies 2023-11-12 22:57:07 +00:00
parent 00d4328855
commit c0400ba7bf

View File

@ -12,6 +12,41 @@
} }
, "backtest": { , "backtest": {
# Backtest Placeholder # Backtest Placeholder
"__dummy__": null
, "exchanges_settings": {
"*": {
"mkt_data": {
"enabled": true
, "streaming": true
}
,"order_entry": {
"enabled": true
, "streaming": true
}
,"accounting": {
"enabled": true
, "streaming": false
}
}
}
, "source": {
"database": {
"class": "cvttpy.tools.db.timescale.tsdb_client.TimescaleDbClient"
, "credentials_key": "TSDB_COINBS_3"
}
"interval": "1 hour"
, "from_time": "2023-11-08 02:00:00"
}
, "initial_positions": {
"COINBASE": {
"BTC": 0
, "USD": 1000.0
}
}
, "execution": {
"top_only": true
,"min_order_age_sec": 0.1
}
} }
# -------------------------------------------------------------------- # --------------------------------------------------------------------
, "trader": { , "trader": {
@ -60,6 +95,7 @@
# -------------------------------------------------------------------- # --------------------------------------------------------------------
, "quant": { , "quant": {
"app_channel": "QUANT" "app_channel": "QUANT"
, "strategy": "CVTT_QST001"
, "strategies": { , "strategies": {
"CVTT_QST001": { "CVTT_QST001": {
"class": "cvttpy.trading.strategies.test_strat.TestStrategy" "class": "cvttpy.trading.strategies.test_strat.TestStrategy"
@ -83,7 +119,6 @@
, "books": { , "books": {
"CVTT_BK01": {} "CVTT_BK01": {}
} }
"book": "CVTT_BK01"
, "database": { , "database": {
"positions_table": "cvtt_positions" "positions_table": "cvtt_positions"
, "credentials_key": { , "credentials_key": {