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saber
108 lines
4.1 KiB
Bash
108 lines
4.1 KiB
Bash
# APEX — Environment Configuration Example
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#
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# Copy this file to .env and fill in your values
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# cp .env.example .env
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# ============================================================================
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# FRED API Configuration (Required for Layer 1)
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# ============================================================================
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# Get a free API key from: https://fred.stlouisfed.org
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# 1. Register for an account
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# 2. Go to Account → API Keys
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# 3. Copy your key and paste below
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FRED_API_KEY=paste_your_fred_api_key_here
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# ============================================================================
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# MetaTrader 5 Configuration (for Layer 2 Technical Analysis)
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# ============================================================================
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# Real-time forex data from local MT5 terminal (no API key needed).
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# Symbol suffix varies by broker (e.g., .m for OANDA MT5).
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# Leave empty if your symbols are plain (EURUSD, USDJPY, etc.)
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MT5_SYMBOL_SUFFIX=
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# ============================================================================
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# Database Configuration
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# ============================================================================
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DB_PATH=apex.db
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# ============================================================================
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# Debugging & Logging
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# ============================================================================
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DEBUG=true
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LOG_FILE=apex.log
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# ============================================================================
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# Scoring Weights (must sum to 1.0)
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# ============================================================================
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WEIGHT_RATE=0.50
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WEIGHT_CPI=0.30
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WEIGHT_PMI=0.20
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# ============================================================================
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# Trading Rules
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# ============================================================================
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# Gap < 20: NO TRADE | 20-40: Weak | 40-60: Standard | > 60: Strong
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MIN_GAP=20.0
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# ============================================================================
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# Auto-Fetch Configuration
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# ============================================================================
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AUTO_FETCH_RATES_ON_STARTUP=true
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# ============================================================================
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# Technical Analysis Settings (Layer 2)
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# ============================================================================
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# Z-score threshold for overbought/oversold (±2.0σ)
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Z_SCORE_THRESHOLD=2.0
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# Statistical lookback window (Task 1.1): 288 M5 bars = 24 hours of data
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Z_SCORE_LOOKBACK=288
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# Bar timeframe for anchored statistics: M1 or M5
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BAR_TIMEFRAME=M5
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# Hours of historical data for μ/σ anchoring (default 48h)
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BAR_LOOKBACK_HOURS=48
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# Total bar count (288 M5 bars = 24h, 576 = 48h)
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BAR_LOOKBACK_BARS=288
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# Historical poll interval in seconds (300 = 5 min)
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HISTORICAL_POLL_INTERVAL=300
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# ============================================================================
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# Confluence Settings
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# ============================================================================
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CONFLUENCE_ENABLED=true
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MIN_CONFLUENCE_STRENGTH=60.0
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# ============================================================================
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# Risk Management
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# ============================================================================
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ACCOUNT_BALANCE=10000.0
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RISK_PER_TRADE=0.01
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MAX_PORTFOLIO_LEVERAGE=2.0
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USE_GRID_HEDGING=true
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GRID_LEVELS=3
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# ============================================================================
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# Live Execution (Phase 4 — OFF by default for safety)
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# ============================================================================
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# Set to true ONLY when connected to a funded MT5 demo/live account
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LIVE_TRADING_ENABLED=false
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# Max daily loss as fraction of account balance (5% default)
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MAX_DAILY_LOSS_PCT=0.05
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# Max total open exposure as fraction of account balance (20% default)
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MAX_BASKET_EXPOSURE_PCT=0.20
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# ============================================================================
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# Mock Data Feeder Configuration (for testing without MT5)
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# ============================================================================
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MOCK_DRIFT=0.0001
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MOCK_THETA=0.02
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MOCK_NOISE_STD=0.0008
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MOCK_SEASONAL_AMP=0.0003
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MOCK_TICK_NOISE=0.0002
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MOCK_BID_ASK_SPREAD=0.0001
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MOCK_HISTORICAL_DAILY_NOISE=0.01
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