/Shark-Config

The demo configuration to be used with the automated trading platform, Shark.

Primary LanguagePython

Shark Config

This is the demo configuration for the Shark algorithmic trading platform.

For more information about Shark, see here.

Out of the box it comes with:

  • Sample configuration:

    • Demostrating using various Shark Plugins against the CRYPTO TOP 20 (by Market Cap), namely:

      • yahoo_finance_data - Downloads and imports yahoo finance historical data into Shark.
      • sma - Alerts to various simple moving average (sma) specifics.
      • backtest - Demostrates the use of a simple back test associated with the above.

  • Sample Backtest code - Simple moving average crossover.

Config Structure

Note: a working knowledge of ansible is required.

config/ - Configuration role, the main configuration file resides config/files/trading-config.yml
backtests/ - Backtest code role, see sample above.
strategies/ - Strategy code role, see sample above.

Main configuration file - trading-config.yml

The structure of the file is important (being yaml).

---
- instrument: <instrument>
  group: <grouping of like instruments>
  plugin:
  - name: <name_of_plugin>
    desc: <description to appear on UI>
    group: <ui grouping of plugin>
    <arg> : <arg
    <arg> : <arg>
    <arg> : <arg>
    <arg> : <arg
    ...

Example - configuration for ticker BTC using several plugins (yahoo_finance_data, sma, backtest)

See the plugins for a list of capabilities.

---
- instrument: BTC
  group: B
  plugin:
  - name: yahoo_finance_data
    desc: "Yahoo Finance [ BTC Historical Data ]"
    group: "Yahoo Finance [ Historical Data ]"
    period1: 1597479263
    period2: 1629015263
    interval: 1d
    adjusted_close: true
  - name: sma
    desc: "Simple Moving Average - 50 Days"
    group: "SMA: [ 50 Day ]"
    period: 50
  - name: sma
    desc: "Simple Moving Average - 5 Days"
    group: "SMA: [ 5 Day ]"
    period: 5
  - name: backtest
    desc: "BACKTEST: [ Moving Averages ]"
    group: "Backtesting"
    file: backtest_moving_averages.py
    shares: 1000
    capital: 100000

Notes: period1 and period2 are of type unix epoch time.