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Notes on default denomination, 1/10-th of full coin
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@@ -28,6 +28,9 @@ ASSET = 'USDT_BTC'
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TARGET_HODL_RATIO = 0.8
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RESERVE_RATIO = 1.0 - TARGET_HODL_RATIO
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# For all trading pairs in the poloniex bundle, the default denomination
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# currently supported by Catalyst is 1/10th of a full coin. Use this constant
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# to scale the price of up to that of a full coin if desired.
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UNITS_PER_COIN = 10.0
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def initialize(context):
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@@ -37,6 +37,9 @@ TARGET_INVESTMENT_RATIO = 0.8
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SHORT_WINDOW = 30
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LONG_WINDOW = 100
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# For all trading pairs in the poloniex bundle, the default denomination
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# currently supported by Catalyst is 1/10th of a full coin. Use this constant
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# to scale the price of up to that of a full coin if desired.
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UNITS_PER_COIN = 10.0
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def initialize(context):
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