Interface BacktestBalancerParams

interface BacktestBalancerParams {
    adaptive?: boolean;
    alpha?: number;
    base_asset: string;
    data: common.trading.backtest_balancer.BacktestData;
    fee: number;
    initial_portfolio: common.trading.backtest_balancer.Portfolio;
    logger_id: string;
    quote_asset: string;
    slippage: number;
    target_precision: number;
    target_ratio: number;
}

Hierarchy (view full)

common.trading.portfolio_balancer_lib.BalanceParams
- BacktestBalancerParams

Index

Properties

adaptive? alpha? base_asset data fee initial_portfolio logger_id quote_asset slippage target_precision target_ratio

Properties

`Optional`adaptive

adaptive?: boolean

`Optional`alpha

alpha?: number

base_asset

base_asset: string

data

data: common.trading.backtest_balancer.BacktestData

fee

fee: number

initial_portfolio

initial_portfolio: common.trading.backtest_balancer.Portfolio

logger_id

logger_id: string

quote_asset

quote_asset: string

slippage

slippage: number

target_precision

target_precision: number

target_ratio

target_ratio: number