Simulations

Running simulations (experiments) from yml config

It’s possible to make a yml file where we can describe simulation setup. Let’s put config into test1.yml

```yaml strategy: test.model.Strategy1 # strategy class

description: - Description of this experiment - May be multiline

parameters: # what startegy parameters to use in this run timeframe: "4h" parameter1: 123

data: # what data should be used for simulation ohlc(4h): (use_as_aux_loader:=loader("BINANCE.UM", "4h", source="mqdb::nebula"))

simulation: instruments: ["BINANCE.UM:BTCUSDT"] capital: 100000.0 commissions: "vip0_usdt" start: "2021-01-01" stop: "2025-01-21" aux_data: use_as_aux_loader # here we could use loader defined in data section ! debug: ERROR ```

Now we can run it using qubx cli:

```bash

qubx simulate test1.yml -o /backtests/tests ```

Result will be stored into /backtests/tests folder.

Variations (hyperparameter optimization)

It’s possible to run variations for some parameters (kind of optimization preparation). For that it’s enough to add variate section:

```yaml strategy: test.model.Strategy1 # strategy class

description: - Description of this experiment - May be multiline

parameters: # what startegy parameters to use in this run timeframe: "4h" parameter1: 123 parameter1: 333

variate: parameter1: [10, 20, 30, 40, 50, 50, 60, 70, 80, 90, 100] parameter2: [10, 20, 30, 40, 50, 50, 60, 70, 80, 90, 100] with: # here we can apply constraints on parameters parameter1, parameter2: parameter2 > parameter1 parameter2: parameter2 <= 90

data: # what data should be used for simulation ohlc(4h): (use_as_aux_loader:=loader("BINANCE.UM", "4h", source="mqdb::nebula"))

simulation: instruments: ["BINANCE.UM:BTCUSDT"] capital: 100000.0 commissions: "vip0_usdt" start: "2021-01-01" stop: "2025-01-21" debug: ERROR ```

Run this using same command

```bash

qubx simulate test1.yml -o /backtests/tests ```