Notes on default denomination, 1/10-th of full coin

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Conner Fromknecht committed 2017-07-03 09:27:19 -07:00
1 parent 821b067e75
commit 4e333b4f34
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@@ -28,6 +28,9 @@ ASSET = 'USDT_BTC'
TARGET_HODL_RATIO = 0.8
RESERVE_RATIO = 1.0 - TARGET_HODL_RATIO
# For all trading pairs in the poloniex bundle, the default denomination
# currently supported by Catalyst is 1/10th of a full coin. Use this constant
# to scale the price of up to that of a full coin if desired.
UNITS_PER_COIN = 10.0
def initialize(context):
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@@ -37,6 +37,9 @@ TARGET_INVESTMENT_RATIO = 0.8
SHORT_WINDOW = 30
LONG_WINDOW = 100
# For all trading pairs in the poloniex bundle, the default denomination
# currently supported by Catalyst is 1/10th of a full coin. Use this constant
# to scale the price of up to that of a full coin if desired.
UNITS_PER_COIN = 10.0
def initialize(context):