Configuration files are used to run this app. There are 3 major sections in a configuration file:
input
strategies
portfolio
Input data is defined within the input
element of the config. It requires 4 parameters:
Name | Description | Note |
---|---|---|
input_type |
Type of the input. Currently supported values are file or quandl |
|
input_source |
Input source for the input type. File path for file input and API key for quandl input |
Can retrieve values from environment variables by prepending env: to the variable name. E.g.: env:quandl_api_key |
symbol |
Trade symbol for input data | Letter casing does not matter |
display |
Whether the price data will be plotted and how it will be shown. Can be set to true , false or "adjusted" . |
If set to "adjusted" , the price data will be normalized based on splits |
Each strategies is defined as an element in the strategies
array. All parameters below except file
are optional.
Name | Description | Default value |
---|---|---|
file |
Path to the strategy file | |
name |
Name of the strategy | <Name of the strategy file> |
enabled |
Strategies that are marked as enabled: false won't be run |
true |
flat_fee |
Flat fee on every transaction in base currency | 0 |
ratio_fee |
Percent fee on every transaction in base currency | 0 |
portfolio |
A startegy-specific portfolio can be defined, which will override the global portfolio | <Global portfolio> |
config |
Custom configuration object that can be access from the strategy | {} |
A global portfolio is defined under the portfolio
element, with each asset in the portfolio defined as a key-value pair.