152 lines
3.5 KiB
JSON
152 lines
3.5 KiB
JSON
{
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"dryrun": false,
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"exchange": {
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"name": "okx",
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"key": "cbda9fde-b9e3-4a2d-94f9-e5c3705dfb5c",
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"secret": "CD3B7DB459CBBD540E0926E5C48150E1",
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"password": "c^-d:g;P2S9?Q#^",
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"enable_strategy_log": true,
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"enable_ws": false,
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"ccxt_config": {
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"enableRateLimit": true,
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"rateLimit": 500,
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"options": {
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"defaultType": "spot"
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}
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},
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"ccxt_async_config": {
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"enableRateLimit": true,
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"rateLimit": 3000,
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"timeout": 20000
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},
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"pair_whitelist": [
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"ADA/USDT",
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"AVAX/USDT",
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"BNB/USDT",
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"BTC/USDT",
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"DOGE/USDT",
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"DOT/USDT",
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"ETH/USDT",
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"LINK/USDT",
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"LTC/USDT",
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"PEPE/USDT",
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"SOL/USDT",
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"SUI/USDT",
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"TON/USDT",
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"TRB/USDT",
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"TRUMP/USDT",
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"TRX/USDT",
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"UNI/USDT",
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"WLD/USDT",
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"XAUT/USDT",
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"XLM/USDT",
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"XRP/USDT"
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],
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"pair_blacklist": [
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"OKB/USDT"
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]
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},
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"pairlists": [
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{
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"method": "StaticPairList"
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}
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],
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"order_types": {
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"entry": "market",
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"exit": "market",
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"stoploss": "limit",
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"stoploss_on_exchange": false
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},
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"order_time_in_force": {
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"entry": "gtc",
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"exit": "gtc"
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},
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"entry_pricing": {
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"price_side": "other",
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"use_order_book": false,
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"price_last_balance": 0
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},
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"exit_pricing": {
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"price_side": "other",
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"use_order_book": false
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},
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"freqai": {
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"enabled": true,
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"data_kitchen": {
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"fillna": "ffill"
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},
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"freqaimodel": "XGBoostRegressorMultiTarget",
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"purge_old_models": 2,
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"train_period_days": 14,
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"backtest_period_days": 2,
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"live_retrain_hours": 2,
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"outlier_detection": {
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"method": "IsolationForest",
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"contamination": 0.2
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},
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"feature_selection": {
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"method": "recursive_elimination",
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"feature_number": 15
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},
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"feature_parameters": {
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"include_timeframes": [
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"3m",
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"15m",
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"1h",
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"4h"
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],
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"include_corr_pairlist": [
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"XAUT/USDT",
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],
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"outlier_protection_percentage": 0.2,
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"label_period_candles": 100,
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"include_shifted_candles": 2,
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"DI_threshold": 0.5,
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"weight_factor": 0.7,
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"principal_component_analysis": true,
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"n_components": 0.85,
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"use_SVM_to_remove_outliers": true,
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"indicator_periods_candles": [
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10,
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20,
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50
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],
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"plot_feature_importances": 10,
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"shuffle_after_split": false,
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"buffer_train_data_candles": 0,
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"smooth_features": true,
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"smooth_window": 5
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},
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"data_split_parameters": {
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"test_size": 0.25,
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"shuffle": false
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},
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"model_training_parameters": {
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"n_estimators": 150,
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"learning_rate": 0.025,
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"max_depth": 4,
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"min_child_weight": 5,
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"subsample": 0.6,
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"colsample_bytree": 0.6,
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"reg_alpha": 0.5,
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"reg_lambda": 2.0,
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"verbosity": 0
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},
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"identifier": "live-freqai",
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"write_metrics_to_disk": false,
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"conv_width": 1,
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"expiration_hours": 0,
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"save_backtest_models": false,
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"activate_tensorboard": true,
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"wait_for_training_iteration_on_reload": true,
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"continual_learning": false,
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"keras": false
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},
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"fee": 0.0008,
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"api_server": {
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"enabled": true,
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"listen_ip_address": "0.0.0.0",
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"listen_port": 8080
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}
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}
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