From 9b15f9f44f024d1812978837849e58cf622a8ddd Mon Sep 17 00:00:00 2001 From: "Vasily.onl" Date: Fri, 23 May 2025 16:57:33 +0800 Subject: [PATCH] Update configuration files for BBRS strategy and add new default strategies - Removed JSON files from .gitignore to allow tracking of configuration files. - Added multiple new configuration files for the BBRS strategy, including multi-timeframe and default settings. - Introduced a combined configuration file to support weighted strategy execution. - Established a default configuration for 5-minute and 15-minute timeframes, enhancing flexibility for strategy testing. --- .gitignore | 1 - configs/config_bbrs.json | 29 ++++++++++++++++++++++++ configs/config_bbrs_multi_timeframe.json | 29 ++++++++++++++++++++++++ configs/config_combined.json | 29 ++++++++++++++++++++++++ configs/config_default.json | 19 ++++++++++++++++ configs/config_default_5min.json | 21 +++++++++++++++++ 6 files changed, 127 insertions(+), 1 deletion(-) create mode 100644 configs/config_bbrs.json create mode 100644 configs/config_bbrs_multi_timeframe.json create mode 100644 configs/config_combined.json create mode 100644 configs/config_default.json create mode 100644 configs/config_default_5min.json diff --git a/.gitignore b/.gitignore index 4e08be1..8449387 100644 --- a/.gitignore +++ b/.gitignore @@ -1,5 +1,4 @@ # ---> Python -*.json *.csv *.png # Byte-compiled / optimized / DLL files diff --git a/configs/config_bbrs.json b/configs/config_bbrs.json new file mode 100644 index 0000000..4540854 --- /dev/null +++ b/configs/config_bbrs.json @@ -0,0 +1,29 @@ +{ + "start_date": "2025-03-01", + "stop_date": "2025-03-15", + "initial_usd": 10000, + "timeframes": ["15min"], + "stop_loss_pcts": [0.05], + "strategies": [ + { + "name": "bbrs", + "weight": 1.0, + "params": { + "bb_width": 0.05, + "bb_period": 20, + "rsi_period": 14, + "trending_rsi_threshold": [30, 70], + "trending_bb_multiplier": 2.5, + "sideways_rsi_threshold": [40, 60], + "sideways_bb_multiplier": 1.8, + "strategy_name": "MarketRegimeStrategy", + "SqueezeStrategy": true + } + } + ], + "combination_rules": { + "entry": "any", + "exit": "any", + "min_confidence": 0.5 + } +} \ No newline at end of file diff --git a/configs/config_bbrs_multi_timeframe.json b/configs/config_bbrs_multi_timeframe.json new file mode 100644 index 0000000..8b7346b --- /dev/null +++ b/configs/config_bbrs_multi_timeframe.json @@ -0,0 +1,29 @@ +{ + "start_date": "2024-01-01", + "stop_date": "2024-01-31", + "initial_usd": 10000, + "timeframes": ["1min"], + "stop_loss_pcts": [0.05], + "strategies": [ + { + "name": "bbrs", + "weight": 1.0, + "params": { + "bb_width": 0.05, + "bb_period": 20, + "rsi_period": 14, + "trending_rsi_threshold": [30, 70], + "trending_bb_multiplier": 2.5, + "sideways_rsi_threshold": [40, 60], + "sideways_bb_multiplier": 1.8, + "strategy_name": "MarketRegimeStrategy", + "SqueezeStrategy": true + } + } + ], + "combination_rules": { + "entry": "any", + "exit": "any", + "min_confidence": 0.5 + } +} \ No newline at end of file diff --git a/configs/config_combined.json b/configs/config_combined.json new file mode 100644 index 0000000..cb20b38 --- /dev/null +++ b/configs/config_combined.json @@ -0,0 +1,29 @@ +{ + "start_date": "2025-03-01", + "stop_date": "2025-03-15", + "initial_usd": 10000, + "timeframes": ["15min"], + "stop_loss_pcts": [0.04], + "strategies": [ + { + "name": "default", + "weight": 0.6, + "params": {} + }, + { + "name": "bbrs", + "weight": 0.4, + "params": { + "bb_width": 0.05, + "bb_period": 20, + "rsi_period": 14, + "strategy_name": "MarketRegimeStrategy" + } + } + ], + "combination_rules": { + "entry": "weighted_consensus", + "exit": "any", + "min_confidence": 0.6 + } +} \ No newline at end of file diff --git a/configs/config_default.json b/configs/config_default.json new file mode 100644 index 0000000..e547c20 --- /dev/null +++ b/configs/config_default.json @@ -0,0 +1,19 @@ +{ + "start_date": "2025-03-01", + "stop_date": "2025-03-15", + "initial_usd": 10000, + "timeframes": ["15min"], + "stop_loss_pcts": [0.03, 0.05], + "strategies": [ + { + "name": "default", + "weight": 1.0, + "params": {} + } + ], + "combination_rules": { + "entry": "any", + "exit": "any", + "min_confidence": 0.5 + } +} \ No newline at end of file diff --git a/configs/config_default_5min.json b/configs/config_default_5min.json new file mode 100644 index 0000000..9b64437 --- /dev/null +++ b/configs/config_default_5min.json @@ -0,0 +1,21 @@ +{ + "start_date": "2024-01-01", + "stop_date": "2024-01-31", + "initial_usd": 10000, + "timeframes": ["5min"], + "stop_loss_pcts": [0.03, 0.05], + "strategies": [ + { + "name": "default", + "weight": 1.0, + "params": { + "timeframe": "5min" + } + } + ], + "combination_rules": { + "entry": "any", + "exit": "any", + "min_confidence": 0.5 + } +} \ No newline at end of file