# ============================================================
#  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