mirror of
https://github.com/NicolasBohn/NexQuant.git
synced 2026-07-27 15:37:44 +00:00
44 lines
874 B
YAML
44 lines
874 B
YAML
|
# PREDIX Data Configuration
|
||
|
|
#
|
||
|
|
# This file configures the data sources and paths for EUR/USD trading.
|
||
|
|
# Adjust paths and settings to match your environment.
|
||
|
|
|
||
|
|
# Data source configuration
|
||
|
|
data_source:
|
||
|
|
type: "qlib" # Options: qlib, csv, api
|
||
|
|
provider: "eurusd_1min"
|
||
|
|
|
||
|
|
# Data paths
|
||
|
|
paths:
|
||
|
|
qlib_data_dir: "~/.qlib/qlib_data/eurusd_1min_data"
|
||
|
|
raw_data_dir: "data_raw"
|
||
|
|
cache_dir: ".cache"
|
||
|
|
|
||
|
|
# Instrument configuration
|
||
|
|
instrument:
|
||
|
|
symbol: "EURUSD"
|
||
|
|
timeframe: "1min"
|
||
|
|
sessions:
|
||
|
|
asian:
|
||
|
|
start: "00:00"
|
||
|
|
end: "08:00"
|
||
|
|
london:
|
||
|
|
start: "08:00"
|
||
|
|
end: "16:00"
|
||
|
|
ny:
|
||
|
|
start: "13:00"
|
||
|
|
end: "21:00"
|
||
|
|
overlap:
|
||
|
|
start: "13:00"
|
||
|
|
end: "16:00"
|
||
|
|
|
||
|
|
# Trading costs
|
||
|
|
costs:
|
||
|
|
spread_bps: 1.5 # Average spread in basis points
|
||
|
|
commission_bps: 0.0 # Commission (if any)
|
||
|
|
|
||
|
|
# Data range
|
||
|
|
date_range:
|
||
|
|
start: "2020-01-01"
|
||
|
|
end: "2026-03-20"
|