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TPTBusiness
b98c9cd572
- Add GitHub issue templates (bug, feature, docs) - Add pull request template with closed-source checklist - Add CODEOWNERS for code review assignment - Add CI/CD workflows (ci, lint, security, docs, release) - pytest + coverage with Python 3.10/3.11 matrix - Ruff + MyPy code quality checks - Bandit + safety security scanning - Sphinx docs + GitHub Pages deployment - Automated PyPI releases on tag push - Add 6 comprehensive examples + Jupyter quickstart - 01_factor_discovery.py (LLM factor generation) - 02_factor_evolution.py (factor optimization) - 03_strategy_generation.py (IC-weighted combination) - 04_backtest_simple.py (strategy backtesting) - 05_model_training.py (XGBoost/LSTM training) - 06_rl_trading_agent.py (PPO/DQN/A2C agents) - notebooks/quickstart.ipynb (interactive tutorial) - Restructure .gitignore with explicit closed-source sections - Add CI/coverage/license badges to README - Complete CLI docstrings for all 9 commands - Add data_config.yaml for quant loop configuration
44 lines
874 B
YAML
44 lines
874 B
YAML
# PREDIX Data Configuration
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#
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# This file configures the data sources and paths for EUR/USD trading.
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# Adjust paths and settings to match your environment.
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# Data source configuration
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data_source:
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type: "qlib" # Options: qlib, csv, api
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provider: "eurusd_1min"
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# Data paths
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paths:
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qlib_data_dir: "~/.qlib/qlib_data/eurusd_1min_data"
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raw_data_dir: "data_raw"
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cache_dir: ".cache"
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# Instrument configuration
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instrument:
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symbol: "EURUSD"
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timeframe: "1min"
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sessions:
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asian:
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start: "00:00"
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end: "08:00"
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london:
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start: "08:00"
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end: "16:00"
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ny:
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start: "13:00"
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end: "21:00"
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overlap:
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start: "13:00"
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end: "16:00"
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# Trading costs
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costs:
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spread_bps: 1.5 # Average spread in basis points
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commission_bps: 0.0 # Commission (if any)
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# Data range
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date_range:
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start: "2020-01-01"
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end: "2026-03-20"
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