311 lines
10 KiB
Python
311 lines
10 KiB
Python
config = {
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# these values are related to the user's environment
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'env': {
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'caching': {
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'driver': 'pickle'
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},
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'logging': {
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'order_submission': True,
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'order_cancellation': True,
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'order_execution': True,
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'position_opened': True,
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'position_increased': True,
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'position_reduced': True,
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'position_closed': True,
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'shorter_period_candles': False,
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'trading_candles': True,
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'balance_update': True,
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},
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'exchanges': {
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'Sandbox': {
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'fee': 0,
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'type': 'spot',
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# used only in futures trading
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'settlement_currency': 'USDT',
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# accepted values are: 'cross' and 'isolated'
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'futures_leverage_mode': 'cross',
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# 1x, 2x, 10x, 50x, etc. Enter as integers
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'futures_leverage': 1,
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'assets': [
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{'asset': 'USDT', 'balance': 10_000},
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{'asset': 'BTC', 'balance': 0},
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],
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},
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'Bybit Perpetual': {
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'fee': 0.00075,
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# backtest mode only: accepted are 'spot' and 'futures'
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# 'spot' support is currently very limited - you can use 'futures' with leverage 1 for now
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'type': 'futures',
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# futures mode only
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'settlement_currency': 'USDT',
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# accepted values are: 'cross' and 'isolated'
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'futures_leverage_mode': 'cross',
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# 1x, 2x, 10x, 50x, etc. Enter as integers
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'futures_leverage': 1,
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'assets': [
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{'asset': 'USDT', 'balance': 10_000},
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],
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},
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'Testnet Bybit Perpetual': {
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'fee': 0.00075,
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# backtest mode only: accepted are 'spot' and 'futures'
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# 'spot' support is currently very limited - you can use 'futures' with leverage 1 for now
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'type': 'futures',
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# futures mode only
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'settlement_currency': 'USDT',
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# accepted values are: 'cross' and 'isolated'
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'futures_leverage_mode': 'cross',
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# 1x, 2x, 10x, 50x, etc. Enter as integers
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'futures_leverage': 1,
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'assets': [
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{'asset': 'USDT', 'balance': 10_000},
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],
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},
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# https://ftx.com/markets/future
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'FTX Futures': {
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'fee': 0.0006,
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# backtest mode only: accepted are 'spot' and 'futures'
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# 'spot' support is currently very limited - you can use 'futures' with leverage 1 for now
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'type': 'futures',
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# futures mode only
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'settlement_currency': 'USD',
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# accepted values are: 'cross' and 'isolated'
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'futures_leverage_mode': 'cross',
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# 1x, 2x, 10x, 20x, etc. Enter as integers
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'futures_leverage': 1,
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'assets': [
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{'asset': 'USD', 'balance': 10_000},
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],
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},
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# https://www.bitfinex.com
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'Bitfinex': {
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'fee': 0.002,
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# backtest mode only: accepted are 'spot' and 'futures'
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'type': 'futures',
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# futures mode only
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'settlement_currency': 'USD',
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# accepted values are: 'cross' and 'isolated'
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'futures_leverage_mode': 'cross',
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# 1x, 2x, 10x, 50x, etc. Enter as integers
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'futures_leverage': 1,
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'assets': [
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{'asset': 'USDT', 'balance': 10_000},
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{'asset': 'USD', 'balance': 10_000},
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{'asset': 'BTC', 'balance': 0},
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],
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},
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# https://www.binance.com
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'Binance': {
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'fee': 0.001,
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# backtest mode only: accepted are 'spot' and 'futures'
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'type': 'futures',
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# futures mode only
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'settlement_currency': 'USDT',
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# accepted values are: 'cross' and 'isolated'
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'futures_leverage_mode': 'cross',
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# 1x, 2x, 10x, 50x, etc. Enter as integers
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'futures_leverage': 1,
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'assets': [
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{'asset': 'USDT', 'balance': 10_000},
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{'asset': 'BTC', 'balance': 0},
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],
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},
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# https://www.binance.com
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'Binance Futures': {
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'fee': 0.0004,
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# backtest mode only: accepted are 'spot' and 'futures'
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'type': 'futures',
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# futures mode only
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'settlement_currency': 'USDT',
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# accepted values are: 'cross' and 'isolated'
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'futures_leverage_mode': 'cross',
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# 1x, 2x, 10x, 50x, etc. Enter as integers
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'futures_leverage': 1,
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'assets': [
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{'asset': 'USDT', 'balance': 10_000},
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],
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},
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# https://testnet.binancefuture.com
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'Testnet Binance Futures': {
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'fee': 0.0004,
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# backtest mode only: accepted are 'spot' and 'futures'
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'type': 'futures',
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# futures mode only
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'settlement_currency': 'USDT',
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# accepted values are: 'cross' and 'isolated'
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'futures_leverage_mode': 'cross',
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# 1x, 2x, 10x, 50x, etc. Enter as integers
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'futures_leverage': 1,
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'assets': [
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{'asset': 'USDT', 'balance': 10_000},
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],
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},
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# https://pro.coinbase.com
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'Coinbase': {
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'fee': 0.005,
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# backtest mode only: accepted are 'spot' and 'futures'
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'type': 'futures',
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# futures mode only
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'settlement_currency': 'USD',
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# accepted values are: 'cross' and 'isolated'
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'futures_leverage_mode': 'cross',
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# 1x, 2x, 10x, 50x, etc. Enter as integers
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'futures_leverage': 1,
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'assets': [
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{'asset': 'USDT', 'balance': 10_000},
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{'asset': 'USD', 'balance': 10_000},
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{'asset': 'BTC', 'balance': 0},
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],
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},
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},
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# # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # #
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# Optimize mode
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# # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # #
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#
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# Below configurations are related to the optimize mode
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# # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # #
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'optimization': {
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# sharpe, calmar, sortino, omega, serenity, smart sharpe, smart sortino
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'ratio': 'sharpe',
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},
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# # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # #
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# Data
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# # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # #
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#
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# Below configurations are related to the data
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# # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # #
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'data': {
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# The minimum number of warmup candles that is loaded before each session.
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'warmup_candles_num': 240,
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}
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},
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# These values are just placeholders used by Jesse at runtime
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'app': {
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# list of currencies to consider
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'considering_symbols': [],
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# The symbol to trade.
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'trading_symbols': [],
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# list of time frames to consider
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'considering_timeframes': [],
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# Which candle type do you intend trade on
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'trading_timeframes': [],
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# list of exchanges to consider
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'considering_exchanges': [],
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# list of exchanges to consider
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'trading_exchanges': [],
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'considering_candles': [],
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# dict of registered live trade drivers
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'live_drivers': {},
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# Accepted values are: 'backtest', 'livetrade', 'fitness'.
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'trading_mode': '',
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# variable used for test-driving the livetrade mode
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'is_test_driving': False,
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# this would enable many console.log()s in the code, which are helpful for debugging.
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'debug_mode': False,
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# this is only used for the live unit tests
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'is_unit_testing': False,
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},
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}
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def set_config(c) -> None:
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global config
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if 'logging' in c:
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config['env']['logging'] = c['logging']
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if 'warm_up_candles' in c:
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config['env']['data']['warmup_candles_num'] = int(c['warm_up_candles'])
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if 'optimization' in c:
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config['env']['optimization'] = c['optimization']
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if 'exchanges' in c:
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for key, e in c['exchanges'].items():
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config['env']['exchanges'][e['name']] = {
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'fee': float(e['fee']),
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'type': 'futures',
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# used only in futures trading
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'settlement_currency': 'USDT',
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# accepted values are: 'cross' and 'isolated'
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'futures_leverage_mode': e['futures_leverage_mode'],
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# 1x, 2x, 10x, 50x, etc. Enter as integers
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'futures_leverage': int(e['futures_leverage']),
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'assets': [
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{'asset': 'USDT', 'balance': float(e['balance'])},
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],
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}
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if 'notifications' in c:
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config['env']['notifications'] = c['notifications']
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# TODO: must become a config value later when we go after multi account support?
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config['env']['identifier'] = 'main'
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# # add sandbox because it isn't in the local config file but it is needed since we might have replaced it
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# config['env']['exchanges']['Sandbox'] = {
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# 'type': 'spot',
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# # used only in futures trading
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# 'settlement_currency': 'USDT',
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# 'fee': 0,
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# 'futures_leverage_mode': 'cross',
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# 'futures_leverage': 1,
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# 'assets': [
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# {'asset': 'USDT', 'balance': 10_000},
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# {'asset': 'BTC', 'balance': 0},
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# ],
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# }
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def reset_config() -> None:
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global config
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config = backup_config.copy()
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backup_config = config.copy()
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