chore: Move config files to proper locations

Moved:
- ATTRIBUTION.md → docs/
- .bandit.yml → constraints/
- data_config.yaml → constraints/

Removed:
- selector.log (generated log file)

Root directory: 29 files → 26 files (only essentials)
This commit is contained in:
TPTBusiness
2026-04-09 15:15:30 +02:00
parent d35764d44c
commit 7a0a95163b
3 changed files with 0 additions and 0 deletions
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# Bandit Security Scanner Configuration
# Documentation: https://bandit.readthedocs.io/
title: Bandit Security Scan for Predix
# Tests to skip (known false positives or acceptable risks)
skips:
- B101 # assert_used (asserts are OK in non-production code)
- B602 # subprocess_popen_with_shell_equals_true (known issue, will fix separately)
- B701 # jinja2_autoescape_false (false positive - code templates, not HTML)
- B301 # pickle (known usage for internal data, will audit separately)
- B108 # hardcoded_tmp_directory (internal tool)
- B615 # huggingface_unsafe_download (will audit separately)
- B307 # eval usage (will audit separately)
- B614 # pytorch_load (internal benchmark code)
- B104 # hardcoded_bind_all_interfaces (internal tool, localhost only)
- B310 # urllib_urlopen (internal API calls)
# Minimum severity to report (LOW, MEDIUM, HIGH)
# Pre-commit only warns on MEDIUM, blocks on HIGH
severity_level: HIGH
# Minimum confidence level (LOW, MEDIUM, HIGH)
confidence_level: MEDIUM
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# ============================================================
# Predix Data Configuration
# Change instrument, frequency, and time periods here
# All other components read from this file
# ============================================================
instrument: EURUSD
frequency: 1min # 1min, 5min, 15min, 1h, 1d
data_path: ~/.qlib/qlib_data/eurusd_1min_data
# Available columns (no $factor column!)
columns:
- $open
- $close
- $high
- $low
- $volume
# Walk-Forward Split
train_start: "2022-03-14"
train_end: "2024-06-30"
valid_start: "2024-07-01"
valid_end: "2024-12-31"
test_start: "2025-01-01"
test_end: "2026-03-20"
# Market Context for LLM Prompts
market_context:
spread_bps: 1.5
sessions:
asian: "00:00-08:00 UTC"
london: "08:00-16:00 UTC"
ny: "13:00-21:00 UTC"
overlap: "13:00-16:00 UTC"
target_arr: 9.62 # % ARR to beat
max_drawdown: 20 # % maximum drawdown
# Lookback Reference (in Bars)
lookback:
1h: 4
2h: 8
4h: 16
8h: 32
1d: 96