intelligent-trading-bot/configs/config-sample-v0.4.0.json

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2022-09-04 18:35:07 +02:00
{
"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,
// === SIGNALS ===
"buy_labels": ["high_10_lc", "high_15_lc", "high_20_lc"],
"sell_labels": ["low_10_lc", "low_15_lc", "low_20_lc"],
"signal_model": {
"buy_point_threshold": null,
"buy_window": 3,
"buy_signal_threshold": 0.65,
"buy_notify_threshold": 0.05,
"combine": "",
"sell_point_threshold": null,
"sell_window": 3,
"sell_signal_threshold": 0.65,
"sell_notify_threshold": 0.05,
"trade_icon_step": 0.1,
"notify_frequency_minutes": 10
}
}