2022-08-15 16:01:15 +00:00
|
|
|
{
|
|
|
|
"trading_mode": "futures",
|
|
|
|
"new_pairs_days": 30,
|
|
|
|
"margin_mode": "isolated",
|
|
|
|
"max_open_trades": 8,
|
|
|
|
"stake_currency": "USDT",
|
|
|
|
"stake_amount": 1000,
|
|
|
|
"tradable_balance_ratio": 1,
|
|
|
|
"fiat_display_currency": "USD",
|
|
|
|
"dry_run": true,
|
|
|
|
"timeframe": "5m",
|
|
|
|
"dataformat_ohlcv": "json",
|
|
|
|
"dry_run_wallet": 12000,
|
|
|
|
"cancel_open_orders_on_exit": true,
|
|
|
|
"unfilledtimeout": {
|
|
|
|
"entry": 10,
|
|
|
|
"exit": 30
|
|
|
|
},
|
|
|
|
"exchange": {
|
|
|
|
"name": "binance",
|
|
|
|
"key": "",
|
|
|
|
"secret": "",
|
|
|
|
"ccxt_config": {
|
|
|
|
"enableRateLimit": true
|
|
|
|
},
|
|
|
|
"ccxt_async_config": {
|
|
|
|
"enableRateLimit": true,
|
|
|
|
"rateLimit": 200
|
|
|
|
},
|
|
|
|
"pair_whitelist": [
|
|
|
|
"1INCH/USDT",
|
|
|
|
"AAVE/USDT"
|
|
|
|
],
|
|
|
|
"pair_blacklist": []
|
|
|
|
},
|
|
|
|
"entry_pricing": {
|
|
|
|
"price_side": "same",
|
|
|
|
"purge_old_models": true,
|
|
|
|
"use_order_book": true,
|
|
|
|
"order_book_top": 1,
|
|
|
|
"price_last_balance": 0.0,
|
|
|
|
"check_depth_of_market": {
|
|
|
|
"enabled": false,
|
|
|
|
"bids_to_ask_delta": 1
|
|
|
|
}
|
|
|
|
},
|
|
|
|
"exit_pricing": {
|
|
|
|
"price_side": "other",
|
|
|
|
"use_order_book": true,
|
|
|
|
"order_book_top": 1
|
|
|
|
},
|
|
|
|
"pairlists": [
|
|
|
|
{
|
|
|
|
"method": "StaticPairList"
|
|
|
|
}
|
|
|
|
],
|
|
|
|
"freqai": {
|
2022-08-15 16:27:48 +00:00
|
|
|
"enabled": true,
|
2022-08-15 16:01:15 +00:00
|
|
|
"model_save_type": "stable_baselines_ppo",
|
|
|
|
"conv_width": 10,
|
|
|
|
"follow_mode": false,
|
|
|
|
"purge_old_models": true,
|
|
|
|
"train_period_days": 10,
|
|
|
|
"backtest_period_days": 2,
|
|
|
|
"identifier": "unique-id",
|
|
|
|
"data_kitchen_thread_count": 4,
|
|
|
|
"feature_parameters": {
|
|
|
|
"include_corr_pairlist": [
|
|
|
|
"BTC/USDT",
|
|
|
|
"ETH/USDT"
|
|
|
|
],
|
|
|
|
"include_timeframes": [
|
|
|
|
"5m",
|
|
|
|
"30m"
|
|
|
|
],
|
|
|
|
"label_period_candles": 80,
|
|
|
|
"include_shifted_candles": 0,
|
|
|
|
"DI_threshold": 0,
|
|
|
|
"weight_factor": 0.9,
|
|
|
|
"principal_component_analysis": false,
|
|
|
|
"use_SVM_to_remove_outliers": false,
|
|
|
|
"svm_params": {"shuffle": true, "nu": 0.1},
|
|
|
|
"stratify_training_data": 0,
|
|
|
|
"indicator_max_period_candles": 10,
|
|
|
|
"indicator_periods_candles": [5]
|
|
|
|
},
|
|
|
|
"data_split_parameters": {
|
|
|
|
"test_size": 0.5,
|
|
|
|
"random_state": 1,
|
|
|
|
"shuffle": false
|
|
|
|
},
|
|
|
|
"model_training_parameters": {
|
|
|
|
"n_steps": 2048,
|
|
|
|
"ent_coef": 0.005,
|
|
|
|
"learning_rate": 0.000025,
|
|
|
|
"batch_size": 256,
|
|
|
|
"eval_cycles" : 5,
|
|
|
|
"train_cycles" : 15
|
|
|
|
},
|
|
|
|
"model_reward_parameters": {
|
|
|
|
"rr": 1,
|
|
|
|
"profit_aim": 0.01
|
|
|
|
}
|
|
|
|
},
|
|
|
|
"bot_name": "RL_test",
|
|
|
|
"force_entry_enable": true,
|
|
|
|
"initial_state": "running",
|
|
|
|
"internals": {
|
|
|
|
"process_throttle_secs": 5
|
|
|
|
}
|
|
|
|
}
|