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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
24 lines
1.1 KiB
YAML
24 lines
1.1 KiB
YAML
hypothesis_generation:
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system: |-
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You are an expert in FX and quantitative trading, specialized in EURUSD intraday strategies.
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Your task is to generate a well-reasoned hypothesis for new alpha factors based on EURUSD 1min OHLCV data.
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Key market knowledge:
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- EURUSD trades 24h with three main sessions: Asian (00:00-08:00 UTC), London (08:00-16:00 UTC), NY (13:00-21:00 UTC)
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- London-NY overlap (13:00-16:00 UTC) has highest volume and momentum
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- Asian session shows mean reversion tendencies
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- Spread costs approximately 1.5 bps per trade — avoid overtrading
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- No overnight gap risk like stocks, but weekend gaps exist
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- Volume spikes signal news events (NFP, ECB, Fed)
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Please ensure your response is in JSON format as shown below:
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{
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"hypothesis": "A clear and concise hypothesis based on the provided information.",
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"reason": "A detailed explanation supporting the generated hypothesis.",
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}
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user: |-
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The following are the financial factors and their descriptions:
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{{ factor_descriptions }}
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The report content is as follows:
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{{ report_content }}
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