QuantCore-FX/.env.example

# APEX — Environment Configuration Example
#
# Copy this file to .env and fill in your values
# cp .env.example .env

# ============================================================================
# FRED API Configuration (Required for Layer 1)
# ============================================================================
# Get a free API key from: https://fred.stlouisfed.org
# 1. Register for an account
# 2. Go to Account → API Keys
# 3. Copy your key and paste below
FRED_API_KEY=paste_your_fred_api_key_here

# ============================================================================
# MetaTrader 5 Configuration (for Layer 2 Technical Analysis)
# ============================================================================
# Real-time forex data from local MT5 terminal (no API key needed).
# Symbol suffix varies by broker (e.g., .m for OANDA MT5).
# Leave empty if your symbols are plain (EURUSD, USDJPY, etc.)
MT5_SYMBOL_SUFFIX=

# ============================================================================
# Database Configuration
# ============================================================================
DB_PATH=apex.db

# ============================================================================
# Debugging & Logging
# ============================================================================
DEBUG=true
LOG_FILE=apex.log

# ============================================================================
# Scoring Weights (must sum to 1.0)
# ============================================================================
WEIGHT_RATE=0.50
WEIGHT_CPI=0.30
WEIGHT_PMI=0.20

# ============================================================================
# Trading Rules
# ============================================================================
# Gap < 20: NO TRADE | 20-40: Weak | 40-60: Standard | > 60: Strong
MIN_GAP=20.0

# ============================================================================
# Auto-Fetch Configuration
# ============================================================================
AUTO_FETCH_RATES_ON_STARTUP=true

# ============================================================================
# Technical Analysis Settings (Layer 2)
# ============================================================================
# Z-score threshold for overbought/oversold (±2.0σ)
Z_SCORE_THRESHOLD=2.0

# Statistical lookback window (Task 1.1): 288 M5 bars = 24 hours of data
Z_SCORE_LOOKBACK=288

# Bar timeframe for anchored statistics: M1 or M5
BAR_TIMEFRAME=M5

# Hours of historical data for μ/σ anchoring (default 48h)
BAR_LOOKBACK_HOURS=48

# Total bar count (288 M5 bars = 24h, 576 = 48h)
BAR_LOOKBACK_BARS=288

# Historical poll interval in seconds (300 = 5 min)
HISTORICAL_POLL_INTERVAL=300

# ============================================================================
# Confluence Settings
# ============================================================================
CONFLUENCE_ENABLED=true
MIN_CONFLUENCE_STRENGTH=60.0

# ============================================================================
# Risk Management
# ============================================================================
ACCOUNT_BALANCE=10000.0
RISK_PER_TRADE=0.01
MAX_PORTFOLIO_LEVERAGE=2.0
USE_GRID_HEDGING=true
GRID_LEVELS=3

# ============================================================================
# Live Execution (Phase 4 — OFF by default for safety)
# ============================================================================
# Set to true ONLY when connected to a funded MT5 demo/live account
LIVE_TRADING_ENABLED=false
# Max daily loss as fraction of account balance (5% default)
MAX_DAILY_LOSS_PCT=0.05
# Max total open exposure as fraction of account balance (20% default)
MAX_BASKET_EXPOSURE_PCT=0.20

# ============================================================================
# Mock Data Feeder Configuration (for testing without MT5)
# ============================================================================
MOCK_DRIFT=0.0001
MOCK_THETA=0.02
MOCK_NOISE_STD=0.0008
MOCK_SEASONAL_AMP=0.0003
MOCK_TICK_NOISE=0.0002
MOCK_BID_ASK_SPREAD=0.0001
MOCK_HISTORICAL_DAILY_NOISE=0.01