2023-02-05 17:28:34 +01:00 | | | {
|
| | | "api_key": "<binance-key>",
|
| | | "api_secret": "<binance-secret>",
|
| | |
|
| | | "telegram_bot_token": "<token>",
|
| | | "telegram_chat_id": "<chat-id-to-publish-messages>",
|
| | |
|
| | | "data_folder": "C:/DATA_ITB",
|
| | |
|
| | | // === DOWNLOAD AND MERGE ===
|
| | |
|
| | | "symbol": "BTCUSDT",
|
| | |
|
| | | "data_sources": [
|
| | | {"folder": "BTCUSDT", "file": "klines", "column_prefix": ""}
|
| | | ],
|
| | |
|
| | | // === GENERATE FEATURES ===
|
| | |
|
| | | "feature_sets": [
|
| | | {"column_prefix": "", "generator": "binance_main", "feature_prefix": ""}
|
| | | ],
|
| | | "base_window": 360,
|
| | | "averaging_windows": [1, 10, 60],
|
| | | "area_windows": [10, 60],
|
| | |
|
| | | // === LABELS ===
|
| | |
|
| | | "label_sets": [
|
| | | {"column_prefix": "", "generator": "highlow", "feature_prefix": ""}
|
| | | ],
|
| | | "highlow_horizon": 60,
|
| | |
|
| | | // === TRAIN ===
|
| | |
|
| | | "label_horizon": 60,
|
| | | "train_length": 262800,
|
| | |
|
| | | "train_features": [
|
| | | "close_1", "close_10", "close_60",
|
| | | "close_std_10", "close_std_60",
|
| | | "volume_1", "volume_10", "volume_60",
|
| | | "span_1", "span_10", "span_60",
|
| | | "trades_1", "trades_10", "trades_60",
|
| | | "tb_base_1", "tb_base_10", "tb_base_60",
|
| | | "close_area_10", "close_area_60",
|
| | | "close_trend_10", "close_trend_60",
|
| | | "volume_trend_10", "volume_trend_60"
|
| | | ],
|
| | |
|
| | | "labels": [
|
| | | "high_10", "high_15", "high_20", "high_25", "high_30",
|
| | | "low_10", "low_15", "low_20", "low_25", "low_30"
|
| | | ],
|
| | |
|
| | | "algorithms": ["lc"],
|
| | |
|
| | | "features_horizon": 10180,
|
| | |
|
2023-02-11 17:50:07 +01:00 | | | // === AGGREGATION AND POST-PROCESSING ===
|
2023-02-05 17:28:34 +01:00 | | |
|
2023-02-12 11:06:34 +01:00 | | | "score_aggregation": {
|
2023-02-11 17:50:07 +01:00 | | | "buy_labels": ["high_10_lc", "high_15_lc", "high_20_lc"],
|
| | | "sell_labels": ["low_10_lc", "low_15_lc", "low_20_lc"],
|
2023-02-05 17:28:34 +01:00 | | |
|
2023-03-11 14:37:33 +01:00 | | | "trade_score": "trade_score",
|
| | |
|
2023-02-05 17:28:34 +01:00 | | | "point_threshold": null,
|
| | | "window": 3,
|
2023-02-11 13:33:04 +01:00 | | | "combine": "",
|
| | | "coefficient": 1.0,
|
| | | "constant": 0.0
|
2023-02-05 17:28:34 +01:00 | | | },
|
| | |
|
2023-02-11 17:50:07 +01:00 | | | // === SIGNAL RULES FOR TRADING ===
|
| | |
|
2023-02-05 17:28:34 +01:00 | | | "signal_model": {
|
2023-02-12 12:38:10 +01:00 | | | "rule_type": "",
|
| | |
|
2023-03-11 12:20:01 +01:00 | | | "buy_signal_threshold": 0.1,
|
| | | "sell_signal_threshold": -0.1,
|
2023-02-11 17:50:07 +01:00 | | |
|
| | | "buy_notify_threshold": 0.05,
|
2023-02-20 18:39:28 +01:00 | | | "sell_notify_threshold": -0.05,
|
2023-02-05 17:28:34 +01:00 | | |
|
| | | "trade_icon_step": 0.1,
|
| | | "notify_frequency_minutes": 10
|
2023-03-05 11:10:52 +01:00 | | | },
|
| | |
|
| | | "train_signal_model": {
|
| | | "buy_sell_equal": false,
|
| | |
|
| | | "grid": {
|
| | | "buy_signal_threshold": [0.1, 0.2, 0.3],
|
| | | "sell_signal_threshold": [-0.1, -0.2, -0.3]
|
| | | }
|
| | | }
|
2023-02-05 17:28:34 +01:00 | | | }
|