Files
gocryptotrader/backtester/config/examples/dca-api-candles-simultaneous-processing.strat
Scott 6eaa2e4073 Backtester: USD tracking (#818)
* Initial concept for creating price tracking pairs

* Completes coverage, even with a slow test

* I dont know what point to hook this stuff up

* Bit of a broken way of handling tracking pairs

* Correctly calculates USD rates against all currencies

* Removes dependency on GCT config

* Failed currency statistics redesign

* initial Update chart to use highcharts

* Minor changes to stats

* Creats funding stats to handle the stat calculations. Needs more work

* tracks USD snapshots and BREAKS THINGS FURTHER

* Fixed!

* Adds ratio calculations and such, but its WRONG. do it at totals level dummy

* End of day basic lint

* Remaining lints

* USD totals statistics

* Minor panic fixes

* Printing of funding stats, but its bad

* Properly calculates overall benchmark, moves funding stat output

* Adds some template charge, removes duplicate fields

* New charts!

* Darkcharts. funding protection when disabled

* Now works with usd tracking/funding disabled!

* Attempting to only show working stats based on settings.

* Spruces up the goose/reporting

* Completes report HTML rendering

* lint and test fixes

* funding statistics testing

* slightly more test coverage

* Test coverage

* Initial documentation

* Fixes tests

* Database testing and rendering improvements and breakages

* report and cmd rendering, linting. fix comma output. rm gct cfg

* PR mode 🎉 Path field, config builder support,testing,linting,docs

* minor calculation improvement

* Secret lint that did not show up locally

* Disable USD tracking for example configs

* ShazNitNoScope

* Forgotten errors

* ""

* literally Logarithmically logically renders the date 👀

* Fixes typos, fixes parallel test, fixes chart gui and exporting
2021-11-08 12:10:15 +11:00

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{
"nickname": "ExampleStrategyDCAAPICandlesSimultaneousProcessing",
"goal": "To demonstrate how simultaneous processing can work",
"strategy-settings": {
"name": "dollarcostaverage",
"use-simultaneous-signal-processing": true,
"use-exchange-level-funding": false,
"disable-usd-tracking": false
},
"currency-settings": [
{
"exchange-name": "binance",
"asset": "spot",
"base": "BTC",
"quote": "USDT",
"initial-quote-funds": "1000000",
"leverage": {
"can-use-leverage": false,
"maximum-orders-with-leverage-ratio": "0",
"maximum-leverage-rate": "0"
},
"buy-side": {
"minimum-size": "0.005",
"maximum-size": "2",
"maximum-total": "40000"
},
"sell-side": {
"minimum-size": "0.005",
"maximum-size": "2",
"maximum-total": "40000"
},
"min-slippage-percent": "0",
"max-slippage-percent": "0",
"maker-fee-override": "0.001",
"taker-fee-override": "0.002",
"maximum-holdings-ratio": "0",
"use-exchange-order-limits": false,
"skip-candle-volume-fitting": false
},
{
"exchange-name": "binance",
"asset": "spot",
"base": "ETH",
"quote": "USDT",
"initial-quote-funds": "100000",
"leverage": {
"can-use-leverage": false,
"maximum-orders-with-leverage-ratio": "0",
"maximum-leverage-rate": "0"
},
"buy-side": {
"minimum-size": "0.005",
"maximum-size": "2",
"maximum-total": "40000"
},
"sell-side": {
"minimum-size": "0.005",
"maximum-size": "2",
"maximum-total": "40000"
},
"min-slippage-percent": "0",
"max-slippage-percent": "0",
"maker-fee-override": "0.001",
"taker-fee-override": "0.002",
"maximum-holdings-ratio": "0",
"use-exchange-order-limits": false,
"skip-candle-volume-fitting": false
}
],
"data-settings": {
"interval": 86400000000000,
"data-type": "candle",
"api-data": {
"start-date": "2020-08-01T00:00:00+10:00",
"end-date": "2020-12-01T00:00:00+11:00",
"inclusive-end-date": false
}
},
"portfolio-settings": {
"leverage": {
"can-use-leverage": false,
"maximum-orders-with-leverage-ratio": "0",
"maximum-leverage-rate": "0"
},
"buy-side": {
"minimum-size": "0.005",
"maximum-size": "2",
"maximum-total": "40000"
},
"sell-side": {
"minimum-size": "0.005",
"maximum-size": "2",
"maximum-total": "40000"
}
},
"statistic-settings": {
"risk-free-rate": "0.03"
}
}