example_AlphaConstantSpread.json

{
  "backtest": {
    "startDate": "20231113 06:00:00",
    "endDate": "20231113 20:00:00",
    "instrument": "btcusdt_kraken"
  },
  "algorithm": {
    "algorithmName": "AlphaConstantSpread_test",
    "parameters": {
      "dummyAgent": 1,
      "spread_multiplier": "1.0",
      "epsilon": "0.2",
      "discountFactor": "0.0",
      "learningRate": "1.0",
      "levelAction": [
        1,
        2,
        3
      ],
      "skewLevelAction": [
        -1,
        0,
        1
      ],
      "quantity": "0.001",
      "first_hour": "7.0",
      "last_hour": "19.0",
      "timeHorizonSeconds": 5,
      "horizonMinMsTick": 1.0,
      "trainingPredictIterationPeriod": -25,
      "trainingTargetIterationPeriod": -25,
      "epoch": "1",
      "momentumNesterov": "0.5",
      "learningRateNN": "0.001",
      "batchSize": 1,
      "maxBatchSize": "100",
      "scoreEnum": "total_pnl",
      "minPrivateState": "-1",
      "maxPrivateState": "-1",
      "numberDecimalsPrivateState": "4.0",
      "horizonTicksPrivateState": "3.0",
      "minMarketState": "-1",
      "maxMarketState": "-1",
      "numberDecimalsMarketState": "4.0",
      "horizonTicksMarketState": "3.0",
      "minCandleState": "-1",
      "maxCandleState": "-1",
      "numberDecimalsCandleState": "4.0",
      "horizonTicksCandleState": "1.0"
    }
  }
}