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configTemplate.yml
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exchange_settings:
use_cache: True # Put to False in production
api_key: "" # Twelve Data Key
telegram_settings:
bot_token: "" # Telegram token you receive from @BotFather
public_url: "https://" # Telegram public URL for Webhook
chat_id: "@" # Telegram chat ID to send to (eg. @channel_name)
tickers:
volatility:
params:
symbol: "VIX" # The CBOE Volatility Index
interval: "5min" # Intraday time series of 5 min. interval (within a day period, see intraday_interval)
outputsize: 100
# Note: NYSE market: 6,5 hours open = 390 min./5 min. interval = 78 data points (which will fit within the 100 latest data points)
cron_time: "0 20 16 * * 1-5" # Notation: Second-Minute-Hour-Day-Month-WeekDay. So: every Monday through Friday at 16:20 hours
cron_timezone: "America/New_York" # NYSE is in New York
# Extra settings for volatility check
alerts: # Note: Lower checks on <, higher checks on >=
extreme_low_threshold: 8 # VIX index is < 8%
low_threshold: 11 # VIX index is < 11%
high_threshold: 30 # VIX index is >= 30%
very_high_threshold: 50 # VIX index is >= 50%
extreme_high_threshold: 70 # VIX index is >= 70%
stockmarket:
params:
symbol: "GSPC" # The S&P 500 Index
interval: "1week" # Weekly time series
outputsize: 100
cron_time: "0 10 12,17 * * 1-5" # Notation: Second-Minute-Hour-Day-Month-WeekDay. So: every Monday through Friday at 12:10 and 17:10 hours
cron_timezone: "America/New_York" # NYSE is in New York
# Extra settings for stock market check
indicators:
PPO:
short: 12 # Short EMA period of 12
long: 26 # Long EMA period of 26
signal: 9 # Signal period of 9
warmup_period: 30 # Longest moving average period + extra slack (before PPO will be used)
data_period: 20 # Fetch some additional time period (after warm-up), which will be used to be actually analysed