fixing backtesting and perisstence

This commit is contained in:
Gert Wohlgemuth
2018-05-23 00:25:38 -07:00
parent c25aa22690
commit 9fd735a3a0
12 changed files with 355 additions and 236 deletions

View File

@@ -1,55 +1,91 @@
# defines the schema to submit a new strategy to the system
__SUBMIT_STRATEGY_SCHEMA__ = {
"$id": "http://example.com/example.json",
"type": "object",
"definitions": {},
"$schema": "http://json-schema.org/draft-07/schema#",
"properties": {
"user": {
"$id": "/properties/user",
"type": "string",
"title": "the associated Isaac user",
"default": "",
"examples": [
"GCU4LW2XXZW3A3FM2XZJTEJHNWHTWDKY2DIJLCZJ5ULVZ4K7LZ7D23TG"
]
},
"description": {
"$id": "/properties/description",
"type": "string",
"title": "a brief description",
"default": "",
"examples": [
"simple test strategy"
]
},
"$id": "http://example.com/example.json",
"type": "object",
"definitions": {},
"$schema": "http://json-schema.org/draft-07/schema#",
"properties": {
"user": {
"$id": "/properties/user",
"type": "string",
"title": "The User Schema ",
"default": "",
"examples": [
"GCU4LW2XXZW3A3FM2XZJTEJHNWHTWDKY2DIJLCZJ5ULVZ4K7LZ7D23TG"
]
},
"description": {
"$id": "/properties/description",
"type": "string",
"title": "The Description Schema ",
"default": "",
"examples": [
"simple test strategy"
]
},
"exchange": {
"$id": "/properties/exchange",
"type": "object",
"properties": {
"name": {
"$id": "/properties/name",
"$id": "/properties/exchange/properties/name",
"type": "string",
"title": "The Name Schema ",
"default": "",
"examples": [
"binance"
]
},
"stake": {
"$id": "/properties/exchange/properties/stake",
"type": "string",
"title": "The Stake Schema ",
"default": "",
"examples": [
"usdt"
]
},
"pairs": {
"$id": "/properties/exchange/properties/pairs",
"type": "array",
"items": {
"$id": "/properties/exchange/properties/pairs/items",
"type": "string",
"title": "the name of your strategy",
"title": "The 0th Schema ",
"default": "",
"examples": [
"TestStrategy"
]
},
"public": {
"$id": "/properties/public",
"type": "boolean",
"title": "Will this strategy be public",
"default": "false",
"examples": [
"true",
"false"
]
},
"content": {
"$id": "/properties/content",
"type": "string",
"title": "The Content Schema ",
"default": "",
"examples": [
"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"
"btc/usdt"
]
}
}
}
},
"name": {
"$id": "/properties/name",
"type": "string",
"title": "The Name Schema ",
"default": "",
"examples": [
"MyFancyTestStrategy"
]
},
"content": {
"$id": "/properties/content",
"type": "string",
"title": "The Content Schema ",
"default": "",
"examples": [
"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-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"
]
},
"public": {
"$id": "/properties/public",
"type": "boolean",
"title": "The Public Schema ",
"default": False,
"examples": [
False
]
}
}
}