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config_files.md

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Configuration files

Configuration files are used to run this app. There are 3 major sections in a configuration file:

  • input
  • strategies
  • portfolio

Input data

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

Strategies

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 {}

Portfolio

A global portfolio is defined under the portfolio element, with each asset in the portfolio defined as a key-value pair.