simple-backtester/SimpleBacktester/appsettings.json at master · Marfusios/simple-backtester · GitHub

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{
  "config": {

    "strategies": [
      //{
      //  "strategy": "MarketMakerStrategy",
      //  "strategyParams": [ 0, 0.01, 0.05 ]
      //},
      //{
      //  "strategy": "MarketMakerStrategy",
      //  "strategyParams": [ 5, 0.01, 0.02 ]
      //},
      //{
      //  "strategy": "MarketMakerStrategy",
      //  "strategyParams": [ 5, 0.01, 0.025 ]
      //},
      //{
      //  "strategy": "MarketMakerStrategy",
      //  "strategyParams": [ 5, 0.025, 0.03 ]
      //},
      //{
      //  "strategy": "MarketMakerStrategy",
      //  "strategyParams": [ 15, 0.01, 0.02 ]
      //},
      //{
      //  "strategy": "MarketMakerStrategy",
      //  "strategyParams": [ 15, 0.01, 0.025 ]
      //}
      //{
      //  "strategy": "MarketMakerStrategy",
      //  "strategyParams": [ 15, 0.025, 0.03 ]
      //},
      //{
      //  "strategy": "MarketMakerStrategy",
      //  "strategyParams": [ 30, 0.01, 0.02 ]
      //},
      //{
      //  "strategy": "MarketMakerStrategy",
      //  "strategyParams": [ 30, 0.01, 0.025 ]
      //},
      {
        "strategy": "FixedMarketMakerStrategy",
        "strategyParams": [ 0.01, 2, true ]
      },
      {
        "strategy": "FixedMarketMakerStrategy",
        "strategyParams": [ 0.005, 2, true ]
      }
//      {
//        "strategy": "AveStoStrategy",
//        "strategyParams": [ 1, 3 ]
//      },
//      {
//        "strategy": "AveStoStrategy",
//        "strategyParams": [ 5, 3 ]
//      },
//      {
//        "strategy": "AveStoStrategy",
//        "strategyParams": [ 10, 3 ]
//      }
      //{
      //  "strategy": "MarketMakerStrategy",
      //  "strategyParams": [ 15, 0.1, 0.2 ]
      //}
      //{
      //  "strategy": "MarketMakerStrategy",
      //  "strategyParams": [ 5, 0.01 ]
      //},
      //{
      //  "strategy": "MarketMakerStrategy",
      //  "strategyParams": [ 5, 0.005 ]
      //}
      //{
      //  "strategy": "MarketMakerStrategy",
      //  "strategyParams": [ 3, 0.1 ]
      //},
      //{
      //  "strategy": "MarketMakerStrategy",
      //  "strategyParams": [ 3, 0.2 ]
      //}
    ],

    "runWebVisualization": false,
    "webVisualizationDisplayMarks": true,

    "base": {
      "baseSymbol": "BTC",
      "quoteSymbol": "USD",
      "amount": 1,
      "directoryPath": "./",
      "filePattern": null,
      "timestampType": "unix-sec",
      "timestampDecimals": 3,

      "feePercentage": 0.00075,
      "displayFee": true,
      "maxInventory": [ 1, 2, 4, 12, 20 ],
      //"maxInventory": [ 8 ],

      "visualize": false,
      "visualizeLimitBars": 300,
      "visualizeSkipBars": null,

      "limitFiles": null,
      "skipFiles": null
    },

    "backtests": [
      //{
      //  "directoryPath": "C:\\Users\\m4r10\\Desktop\\bitmex",
      //  "filePattern": "bitmex_time-bars-advanced-5s-10l_xbtusd_*_i1.csv.gz",
      //  "timestampType": "date",
      //  "feePercentage": -0.00025
      //},
      //{
      //  "directoryPath": "C:\\Users\\m4r10\\Desktop\\bitmex",
      //  "filePattern": "bitmex_time-bars-advanced-10s-10l_xbtusd_*_i1.csv.gz",
      //  "timestampType": "date",
      //  "feePercentage": -0.00025
      //}
      //{
      //  "directoryPath": "C:\\Users\\m4r10\\Desktop\\bitmex",
      //  "filePattern": "bitmex_time-bars-advanced-15s-10l_xbtusd_*_i1.csv.gz",
      //  "timestampType": "date",
      //  "feePercentage": -0.00025
      //},
      //{
      //  "directoryPath": "C:\\Users\\m4r10\\Desktop\\bitmex",
      //  "filePattern": "bitmex_time-bars-advanced-30s-10l_xbtusd_*_i1.csv.gz",
      //  "timestampType": "date",
      //  "feePercentage": -0.00025
      //},
      //{
      //  "feePercentage": -0.00010,
      //  "directoryPath": "C:\\dev\\data\\bitmex",
      //  "filePattern": "bitmex_time-bars-advanced-10s_xbtusd_2021-07*.csv.gz",
      //  "timestampType": "date"
      //},
      //{
      //  "feePercentage": -0.00010,
      //  "directoryPath": "C:\\dev\\data\\bitmex",
      //  "filePattern": "bitmex_time-bars-advanced-10s_xbtusd_2021-08*.csv.gz",
      //  "timestampType": "date"
      //},
      //{
      //  "feePercentage": -0.00010,
      //  "directoryPath": "C:\\dev\\data\\bitmex",
      //  "filePattern": "bitmex_time-bars-advanced-10s_xbtusd_2021-09*.csv.gz",
      //  "timestampType": "date"
      //},
      //{
      //  "feePercentage": -0.00010,
      //  "directoryPath": "C:\\dev\\data\\bitmex",
      //  "filePattern": "bitmex_time-bars-advanced-10s_xbtusd_2021-10*.csv.gz",
      //  "timestampType": "date"
      //},
      //{
      //  "feePercentage": -0.00010,
      //  "directoryPath": "C:\\dev\\data\\bitmex",
      //  "filePattern": "bitmex_time-bars-advanced-10s_xbtusd_2021-11*.csv.gz",
      //  "timestampType": "date"
      //},
      //{
      //  "feePercentage": -0.00010,
      //  "directoryPath": "C:\\dev\\data\\bitmex",
      //  "filePattern": "bitmex_time-bars-advanced-10s_xbtusd_2021-12*.csv.gz",
      //  "timestampType": "date"
      //},
      //{
      //  "feePercentage": -0.00010,
      //  "directoryPath": "C:\\dev\\data\\bitmex",
      //  "filePattern": "bitmex_time-bars-advanced-10s_xbtusd_2021-12*.csv.gz",
      //  "timestampType": "date"
      //},
      //{
      //  "feePercentage": -0.00010,
      //  "directoryPath": "C:\\dev\\data\\bitmex",
      //  "filePattern": "bitmex_time-bars-advanced-10s_xbtusd_2022-01*.csv.gz",
      //  "timestampType": "date"
      //},
      //{
      //  "feePercentage": -0.00010,
      //  "directoryPath": "C:\\dev\\data\\bitmex",
      //  "filePattern": "bitmex_time-bars-advanced-10s_xbtusd_2022-02*.csv.gz",
      //  "timestampType": "date"
      //},
      //{
      //  "feePercentage": -0.00010,
      //  "directoryPath": "C:\\dev\\data\\bitmex",
      //  "filePattern": "bitmex_time-bars-advanced-10s_xbtusd_2022-03*.csv.gz",
      //  "timestampType": "date"
      //},
      //{
      //  "feePercentage": -0.00010,
      //  "directoryPath": "C:\\dev\\data\\bitmex",
      //  "filePattern": "bitmex_time-bars-advanced-10s_xbtusd_2022-04*.csv.gz",
      //  "timestampType": "date"
      //}
      //{
      //  "feePercentage": -0.00010,
      //  "directoryPath": "C:\\dev\\data\\bitmex",
      //  "filePattern": "bitmex_time-bars-advanced-10s_xbtusd_2021*.csv.gz",
      //  "timestampType": "date"
      //},
      //{
      //  "feePercentage": -0.00010,
      //  "directoryPath": "C:\\dev\\data\\bitmex",
      //  "filePattern": "bitmex_time-bars-advanced-10s-10l_xbtusd_2022*.csv.gz",
      //  "timestampType": "date"
      //},
      //{
      //  "feePercentage": -0.00010,
      //  "directoryPath": "C:\\dev\\data\\bitmex",
      //  "filePattern": "bitmex_time-bars-advanced-10s_xbtusd_2022*.csv.gz",
      //  "timestampType": "date",
      //  "baseSymbol": "BTC",
      //  "quoteSymbol": "USD"
      //},
      //{
      //  "feePercentage": -0.00010,
      //  "directoryPath": "C:\\dev\\data\\bitmex",
      //  "filePattern": "bitmex_time-bars-advanced-30s_xbtusd_2022*.csv.gz",
      //  "timestampType": "date"
      //},
      //{
      //  "amount": 100,
      //  "feePercentage": -0.00010,
      //  "directoryPath": "C:\\dev\\data\\bitmex",
      //  "filePattern": "bitmex_time-bars-advanced-10s_dogeusdt_2022-04*.csv.gz",
      //  "timestampType": "date",
      //  "baseSymbol": "DOG",
      //  "quoteSymbol": "USD"
      //},
      //{
      //  "amount": 1,
      //  "feePercentage": -0.00010,
      //  "directoryPath": "C:\\dev\\data\\bitmex",
      //  "filePattern": "bitmex_time-bars-advanced-10s_ethusd_2022-11*.csv.gz",
      //  "timestampType": "date",
      //  "baseSymbol": "ETH",
      //  "quoteSymbol": "USD"
      //}
      {
        "directoryPath": "/Users/mariusz/projects/data/binance",
        "filePattern": "binance_time-bars-advanced-1s_btcfdusd_2024-01*.csv.gz",
        "timestampType": "date",
        "feePercentage": 0
      },
      {
        "directoryPath": "/Users/mariusz/projects/data/binance",
        "filePattern": "binance_time-bars-advanced-1s_btcfdusd_2024-02*.csv.gz",
        "timestampType": "date",
        "feePercentage": 0
      }
//      {
//        "directoryPath": "/Users/mariusz/projects/data/binance",
//        "filePattern": "binance_time-bars-advanced-1s_btcusdt_2024*.csv.gz",
//        "timestampType": "date",
//        "feePercentage": 0.075
//      }
//      {
//        "directoryPath": "/Users/mariusz/projects/data/binance",
//        "filePattern": "binance_time-bars-advanced-1s_btcfdusd_2024-01-18*.csv.gz",
//        "timestampType": "date",
//        "feePercentage": 0
//      },
//      {
//        "directoryPath": "/Users/mariusz/projects/data/binance",
//        "filePattern": "binance_time-bars-advanced-1s_btcfdusd_2024-01-19*.csv.gz",
//        "timestampType": "date",
//        "feePercentage": 0
//      },
//      {
//        "directoryPath": "/Users/mariusz/projects/data/binance",
//        "filePattern": "binance_time-bars-advanced-1s_btcfdusd_2024-01-20*.csv.gz",
//        "timestampType": "date",
//        "feePercentage": 0
//      },
//      {
//        "directoryPath": "/Users/mariusz/projects/data/binance",
//        "filePattern": "binance_time-bars-advanced-1s_btcfdusd_2024-01-21*.csv.gz",
//        "timestampType": "date",
//        "feePercentage": 0
//      },
//      {
//        "directoryPath": "/Users/mariusz/projects/data/binance",
//        "filePattern": "binance_time-bars-advanced-1s_btcfdusd_2024-01-22*.csv.gz",
//        "timestampType": "date",
//        "feePercentage": 0
//      },
//      {
//        "directoryPath": "/Users/mariusz/projects/data/binance",
//        "filePattern": "binance_time-bars-advanced-1s_btcfdusd_2024-01-23*.csv.gz",
//        "timestampType": "date",
//        "feePercentage": 0
//      },
//      {
//        "directoryPath": "/Users/mariusz/projects/data/binance",
//        "filePattern": "binance_time-bars-advanced-1s_btcfdusd_2024-01-24*.csv.gz",
//        "timestampType": "date",
//        "feePercentage": 0
//      },
//      {
//        "directoryPath": "/Users/mariusz/projects/data/binance",
//        "filePattern": "binance_time-bars-advanced-1s_btcfdusd_2024-01-25*.csv.gz",
//        "timestampType": "date",
//        "feePercentage": 0
//      }
    ]
  },
  "AllowedHosts": "*",
  "Logging": {
    "LogLevel": {
      "Default": "Warning",
      "Microsoft": "Warning",
      "Microsoft.Hosting.Lifetime": "Warning"
    }
  }
}