mirror of
https://github.com/NicolasBohn/NexQuant.git
synced 2026-07-27 23:47:46 +00:00
TPTBusiness
b39f2b7e46
- data_config.yaml: frequency 15min -> 1min, path -> eurusd_1min_data - patches/generate.py: updated qlib.init path and freq - patches/eva_utils.py: updated intraday label to 1min - all prompts/configs: replaced 15min references with 1min - fx_validator config, trader, graph: 1min intraday trading context
45 lines
1.0 KiB
YAML
45 lines
1.0 KiB
YAML
# ============================================================
|
|
# Predix Data Configuration
|
|
# Ändere hier Instrument, Frequenz und Zeiträume
|
|
# Alle anderen Komponenten lesen aus dieser Datei
|
|
# ============================================================
|
|
|
|
instrument: EURUSD
|
|
frequency: 1min # 1min, 5min, 15min, 1h, 1d
|
|
data_path: ~/.qlib/qlib_data/eurusd_1min_data
|
|
|
|
# Verfügbare Spalten (keine $factor Spalte!)
|
|
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"
|
|
|
|
# Markt-Kontext für 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 zu schlagen
|
|
max_drawdown: 20 # % maximaler Drawdown
|
|
|
|
# Lookback Referenz (in Bars)
|
|
lookback:
|
|
1h: 4
|
|
2h: 8
|
|
4h: 16
|
|
8h: 32
|
|
1d: 96
|