53 lines
3.3 KiB
YAML
53 lines
3.3 KiB
YAML
services:
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strategy32-live-monitor:
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build:
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context: ..
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dockerfile: strategy32/Dockerfile
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container_name: strategy32-live-monitor
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restart: unless-stopped
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env_file:
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- /Volumes/SSD/workspace/money-bot/strategy11/.env
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environment:
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STRATEGY32_TIMEFRAME: ${STRATEGY32_TIMEFRAME:-4h}
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STRATEGY32_MACRO_FILTER_TIMEFRAME: ${STRATEGY32_MACRO_FILTER_TIMEFRAME:-1w}
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STRATEGY32_MACRO_FILTER_FAST_WEEKS: ${STRATEGY32_MACRO_FILTER_FAST_WEEKS:-10}
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STRATEGY32_MACRO_FILTER_SLOW_WEEKS: ${STRATEGY32_MACRO_FILTER_SLOW_WEEKS:-30}
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STRATEGY32_HARD_FILTER_TIMEFRAME: ${STRATEGY32_HARD_FILTER_TIMEFRAME:-1d}
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STRATEGY32_EXECUTION_REFINEMENT_TIMEFRAME: ${STRATEGY32_EXECUTION_REFINEMENT_TIMEFRAME:-1h}
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STRATEGY32_LOOKBACK_DAYS: ${STRATEGY32_LOOKBACK_DAYS:-365}
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STRATEGY32_WARMUP_DAYS: ${STRATEGY32_WARMUP_DAYS:-90}
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STRATEGY32_POLL_SECONDS: ${STRATEGY32_POLL_SECONDS:-60}
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STRATEGY32_LIVE_MIN_QUOTE_VOLUME_24H: ${STRATEGY32_LIVE_MIN_QUOTE_VOLUME_24H:-100000000}
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STRATEGY32_HARD_FILTER_MIN_HISTORY_BARS: ${STRATEGY32_HARD_FILTER_MIN_HISTORY_BARS:-120}
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STRATEGY32_HARD_FILTER_LOOKBACK_BARS: ${STRATEGY32_HARD_FILTER_LOOKBACK_BARS:-30}
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STRATEGY32_HARD_FILTER_MIN_AVG_DOLLAR_VOLUME: ${STRATEGY32_HARD_FILTER_MIN_AVG_DOLLAR_VOLUME:-50000000}
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STRATEGY32_EXECUTION_REFINEMENT_LOOKBACK_BARS: ${STRATEGY32_EXECUTION_REFINEMENT_LOOKBACK_BARS:-48}
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STRATEGY32_EXECUTION_REFINEMENT_FAST_EMA: ${STRATEGY32_EXECUTION_REFINEMENT_FAST_EMA:-8}
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STRATEGY32_EXECUTION_REFINEMENT_SLOW_EMA: ${STRATEGY32_EXECUTION_REFINEMENT_SLOW_EMA:-21}
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STRATEGY32_EXECUTION_REFINEMENT_SCALE_DOWN_GAP: ${STRATEGY32_EXECUTION_REFINEMENT_SCALE_DOWN_GAP:-0.008}
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STRATEGY32_EXECUTION_REFINEMENT_MAX_CHASE_GAP: ${STRATEGY32_EXECUTION_REFINEMENT_MAX_CHASE_GAP:-0.018}
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STRATEGY32_EXECUTION_REFINEMENT_MAX_RECENT_RETURN: ${STRATEGY32_EXECUTION_REFINEMENT_MAX_RECENT_RETURN:-0.03}
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STRATEGY32_EXECUTION_REFINEMENT_SCALE_DOWN_FACTOR: ${STRATEGY32_EXECUTION_REFINEMENT_SCALE_DOWN_FACTOR:-0.5}
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STRATEGY32_ENTRY_ONLY_REFINEMENT: ${STRATEGY32_ENTRY_ONLY_REFINEMENT:-true}
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STRATEGY32_MAX_SPECS: ${STRATEGY32_MAX_SPECS:-0}
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STRATEGY32_PAPER_CAPITAL_USD: ${STRATEGY32_PAPER_CAPITAL_USD:-1000}
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STRATEGY32_MAX_STALENESS_DAYS: ${STRATEGY32_MAX_STALENESS_DAYS:-3}
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STRATEGY32_INCLUDE_ACCOUNT_SNAPSHOT: ${STRATEGY32_INCLUDE_ACCOUNT_SNAPSHOT:-1}
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STRATEGY32_BINANCE_TESTNET: ${STRATEGY32_BINANCE_TESTNET:-true}
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STRATEGY32_ENABLE_LIVE_ORDERS: ${STRATEGY32_ENABLE_LIVE_ORDERS:-true}
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STRATEGY32_EXECUTION_LEVERAGE: ${STRATEGY32_EXECUTION_LEVERAGE:-5}
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STRATEGY32_MIN_TARGET_NOTIONAL_USD: ${STRATEGY32_MIN_TARGET_NOTIONAL_USD:-25}
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STRATEGY32_MIN_REBALANCE_NOTIONAL_USD: ${STRATEGY32_MIN_REBALANCE_NOTIONAL_USD:-10}
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STRATEGY32_CLOSE_ORPHAN_POSITIONS: ${STRATEGY32_CLOSE_ORPHAN_POSITIONS:-true}
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STRATEGY32_RUNTIME_DIR: /app/runtime
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STRATEGY32_LOG_LEVEL: ${STRATEGY32_LOG_LEVEL:-INFO}
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volumes:
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- ./runtime:/app/runtime
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command: ["--runtime-dir", "/app/runtime"]
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healthcheck:
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test: ["CMD", "python", "-c", "from pathlib import Path; raise SystemExit(0 if Path('/app/runtime/strategy32_live_latest.json').exists() else 1)"]
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interval: 60s
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timeout: 10s
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retries: 3
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start_period: 30s
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