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backtester: custom strategy plugins (#989)
* Adds custom strategy * docs and structure * docs * rn * Documents plugins, adds custom strat config * mini fixes. Fleshes strategy test * docgen * Updates plugins to allow for multiple strategies to be loaded * docs * docs regen * fix doc accuracy * why did I add the word custom?
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71
backtester/config/examples/custom-plugin-strategy.strat
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71
backtester/config/examples/custom-plugin-strategy.strat
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{
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"nickname": "ExamplePluginStrategy",
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"goal": "To demonstrate that custom strategies can be used",
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"strategy-settings": {
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"name": "custom-strategy",
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"use-simultaneous-signal-processing": false,
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"disable-usd-tracking": false
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},
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"funding-settings": {
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"use-exchange-level-funding": false
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},
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"currency-settings": [
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{
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"exchange-name": "ftx",
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"asset": "spot",
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"base": "BTC",
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"quote": "USDT",
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"spot-details": {
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"initial-quote-funds": "1000000"
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},
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"buy-side": {
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"minimum-size": "0.005",
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"maximum-size": "2",
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"maximum-total": "40000"
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},
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"sell-side": {
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"minimum-size": "0.005",
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"maximum-size": "2",
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"maximum-total": "40000"
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},
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"min-slippage-percent": "0",
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"max-slippage-percent": "0",
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"maker-fee-override": "0.0002",
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"taker-fee-override": "0.0007",
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"maximum-holdings-ratio": "0",
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"skip-candle-volume-fitting": false,
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"use-exchange-order-limits": false,
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"use-exchange-pnl-calculation": false
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}
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],
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"data-settings": {
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"interval": 86400000000000,
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"data-type": "candle",
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"api-data": {
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"start-date": "2021-08-01T00:00:00+10:00",
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"end-date": "2021-12-01T00:00:00+11:00",
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"inclusive-end-date": false
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}
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},
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"portfolio-settings": {
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"leverage": {
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"can-use-leverage": false,
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"maximum-orders-with-leverage-ratio": "0",
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"maximum-leverage-rate": "0",
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"maximum-collateral-leverage-rate": "0"
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},
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"buy-side": {
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"minimum-size": "0.005",
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"maximum-size": "2",
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"maximum-total": "40000"
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},
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"sell-side": {
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"minimum-size": "0.005",
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"maximum-size": "2",
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"maximum-total": "40000"
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}
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},
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"statistic-settings": {
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"risk-free-rate": "0.03"
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}
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}
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