90 lines
1.9 KiB
YAML
90 lines
1.9 KiB
YAML
Managers:
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Default:
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Indicators:
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moving_averages:
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- ma2
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- ma5
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- ma14
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- m30
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- ma60
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- ma100
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- ma150
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- ma200
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orderbook_features:
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- volumetric_average_price
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oscilators:
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- bull_bear_index
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- awesome_oscillator
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pivots:
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- fibonacci
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- catalina
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- jacobson
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Stablebaselines:
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Agent:
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model: 19788c2a
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portfolio_action: normalize
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reward: log_return
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Backtesting:
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include_learn_period: false
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initial_portfolio_value_USD: 1000
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render:
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- mean_returns
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- portfolio_return
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- market_return
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- portfolio_value
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Environment:
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features:
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- forecasts
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- returns
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frequency: 1h
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observation_periods: 7
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Learning:
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end_date: '2020-01-01'
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start_date: '2016-01-01'
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Trading:
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live: false
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Timeseries:
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Live:
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epochs: 1
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frequency: 1h
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max_coins: null
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periods: 200
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targetperiod: 7
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Training:
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epochs: 4
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frequency: 1h
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max_coins: null
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periods: 26280
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targetperiod: 7
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Tpot:
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generations: 100
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n_jobs: -1
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populations: 100
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Services:
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Crytpocompare:
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Private_key: null
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Public_key: f4c265730044e74d20660c034279083ef9bac9fe9eaebedc9b866338095eb680
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Shrimpy:
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Private_key: "36a920b1efd5a3f787ad29bbeedc935b1042f41199c7da45f848fc880d59e228"
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Public_key: "e28c27e25cf3a94c9ada49b629236c81b3c56a519ba88a8af2b9b20d9bd7e1540afdec241f02bfa6949de956197f4ccc8a6bfd6edc7642e389ad725fc51c5c90"
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Storage:
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Database:
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- filebase
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Local:
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- volume-data
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- ohlc-data
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- feature-matrices
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- pipelines
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- models
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- forecasts
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- agents
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- portfolios
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Users:
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kieran:
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Accounts:
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binance:
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Manager: Default
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Online: false
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Private_key: private key here
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Public_key: public key here
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