mirror of
https://github.com/Sabermrddz/QuantCore-FX.git
synced 2026-08-01 04:57:44 +00:00
saber
253 lines
10 KiB
Python
253 lines
10 KiB
Python
"""
|
|
APEX Layer 1 — Configuration and Constants
|
|
|
|
This module loads all configuration from the .env file and defines
|
|
all hardcoded constants for the Currency Strength Engine.
|
|
|
|
Responsibilities:
|
|
- Load API keys and settings from .env
|
|
- Define the 8 major currencies tracked
|
|
- Define CB inflation targets (hardcoded — only change if CB mandate changes)
|
|
- Define FRED series IDs for interest rates
|
|
- Define scoring weights
|
|
- Define minimum gap threshold for trading
|
|
- Validate configuration on startup
|
|
"""
|
|
|
|
import os
|
|
from dotenv import load_dotenv
|
|
from pathlib import Path
|
|
|
|
# Load .env file from project root
|
|
env_path = Path(__file__).parent / ".env"
|
|
load_dotenv(dotenv_path=env_path)
|
|
|
|
# ============================================================================
|
|
# FRED API Configuration
|
|
# ============================================================================
|
|
FRED_API_KEY = os.getenv("FRED_API_KEY", "")
|
|
FRED_BASE_URL = "https://api.stlouisfed.org/fred"
|
|
|
|
# ============================================================================
|
|
# Database Configuration
|
|
# ============================================================================
|
|
DB_PATH = os.getenv("DB_PATH", "apex.db")
|
|
|
|
# ============================================================================
|
|
# The 8 Major Currencies
|
|
# ============================================================================
|
|
CURRENCIES = ["USD", "EUR", "GBP", "JPY", "AUD", "CAD", "CHF", "NZD"]
|
|
NUM_CURRENCIES = len(CURRENCIES)
|
|
|
|
# ============================================================================
|
|
# Central Bank Inflation Targets (%)
|
|
# ============================================================================
|
|
# These are hardcoded constants. They almost never change.
|
|
# If a central bank officially revises its mandate, update it here manually.
|
|
CB_TARGETS = {
|
|
"USD": 2.0, # Federal Reserve
|
|
"EUR": 2.0, # ECB
|
|
"GBP": 2.0, # Bank of England
|
|
"JPY": 2.0, # Bank of Japan
|
|
"AUD": 2.5, # RBA
|
|
"CAD": 2.0, # Bank of Canada
|
|
"CHF": 1.5, # SNB
|
|
"NZD": 2.0, # RBNZ
|
|
}
|
|
|
|
# ============================================================================
|
|
# FRED Series IDs for Interest Rates
|
|
# ============================================================================
|
|
# These map each currency to its FRED series ID.
|
|
# If FRED returns an error, the app will fall back to manual entry (see settings).
|
|
FRED_SERIES = {
|
|
"USD": "FEDFUNDS", # US Federal Funds Rate
|
|
"EUR": "ECBDFR", # ECB Deposit Rate
|
|
"GBP": "BOEIR", # Bank of England Interest Rate
|
|
"JPY": "IRSTCI01JPM156N", # Japan Short-Term Interest Rate
|
|
"AUD": "RBATR", # RBA Target Cash Rate
|
|
"CAD": "BOCARR", # Bank of Canada Overnight Rate
|
|
"CHF": "SNBON", # SNB Policy Rate
|
|
"NZD": "RBNZR", # RBNZ Official Cash Rate
|
|
}
|
|
|
|
# ============================================================================
|
|
# Scoring Configuration
|
|
# ============================================================================
|
|
WEIGHT_RATE = float(os.getenv("WEIGHT_RATE", 0.50)) # Interest rate diff: 50%
|
|
WEIGHT_CPI = float(os.getenv("WEIGHT_CPI", 0.30)) # CPI deviation: 30%
|
|
WEIGHT_PMI = float(os.getenv("WEIGHT_PMI", 0.20)) # PMI composite: 20%
|
|
|
|
# Verify weights sum to 1.0 (with tolerance for floating point precision)
|
|
TOTAL_WEIGHT = WEIGHT_RATE + WEIGHT_CPI + WEIGHT_PMI
|
|
if not (0.99 <= TOTAL_WEIGHT <= 1.01):
|
|
raise ValueError(
|
|
f"Weights must sum to 1.0. "
|
|
f"Current: RATE={WEIGHT_RATE}, CPI={WEIGHT_CPI}, PMI={WEIGHT_PMI} "
|
|
f"(total={TOTAL_WEIGHT})"
|
|
)
|
|
|
|
# ============================================================================
|
|
# Trading Rules
|
|
# ============================================================================
|
|
MIN_GAP_TO_TRADE = float(os.getenv("MIN_GAP", 20)) # Minimum 20-point gap
|
|
|
|
# Gap threshold tiers (used for UI display and Layer 2+ position sizing)
|
|
GAP_THRESHOLDS = {
|
|
"no_trade": 20, # Gap < 20: NO TRADE
|
|
"weak": 40, # Gap 20-40: Weak signal, max 0.5%
|
|
"standard": 60, # Gap 40-60: Standard signal, max 1.0%
|
|
"strong": float("inf") # Gap > 60: Strong signal (Layer 5+ for full sizing)
|
|
}
|
|
|
|
# ============================================================================
|
|
# Auto-fetch Settings
|
|
# ============================================================================
|
|
AUTO_FETCH_RATES_ON_STARTUP = os.getenv("AUTO_FETCH_RATES_ON_STARTUP", "true").lower() == "true"
|
|
FRED_FETCH_TIMEOUT = 10 # seconds
|
|
|
|
# ============================================================================
|
|
# Data Validation Rules
|
|
# ============================================================================
|
|
RATE_MIN = -5.0 # Some CBs have negative rates
|
|
RATE_MAX = 20.0 # Reasonable upper bound
|
|
CPI_MIN = float(os.getenv("CPI_MIN", -5.0))
|
|
CPI_MAX = float(os.getenv("CPI_MAX", 10.0))
|
|
PMI_MIN = float(os.getenv("PMI_MIN", 0.0))
|
|
PMI_MAX = float(os.getenv("PMI_MAX", 100.0))
|
|
|
|
# ============================================================================
|
|
# Database Settings
|
|
# ============================================================================
|
|
DB_AUTO_CREATE = True # Automatically create schema if DB doesn't exist
|
|
DB_TIMEOUT = 5 # Connection timeout in seconds
|
|
|
|
# ============================================================================
|
|
# Validation Function
|
|
# ============================================================================
|
|
def validate_config():
|
|
"""
|
|
Validate configuration on startup.
|
|
Raises ValueError if critical settings are missing or invalid.
|
|
"""
|
|
errors = []
|
|
|
|
if not FRED_API_KEY:
|
|
errors.append(
|
|
"FRED_API_KEY not set in .env file. "
|
|
"Get a free key from fred.stlouisfed.org and add to .env"
|
|
)
|
|
|
|
if not DB_PATH:
|
|
errors.append("DB_PATH not configured in .env or config.py")
|
|
|
|
for currency in CURRENCIES:
|
|
if currency not in CB_TARGETS:
|
|
errors.append(f"Missing CB target for {currency}")
|
|
if currency not in FRED_SERIES:
|
|
errors.append(f"Missing FRED series ID for {currency}")
|
|
|
|
if errors:
|
|
raise ValueError(
|
|
"Configuration validation failed:\n" + "\n".join(f" - {e}" for e in errors)
|
|
)
|
|
|
|
|
|
# ============================================================================
|
|
# Debug Mode
|
|
# ============================================================================
|
|
DEBUG = os.getenv("DEBUG", "false").lower() == "true"
|
|
|
|
# ============================================================================
|
|
# UI Configuration
|
|
# ============================================================================
|
|
APP_TITLE = "APEX — Currency Strength Engine"
|
|
WINDOW_WIDTH = 1400
|
|
WINDOW_HEIGHT = 850
|
|
|
|
TAB_NAMES = {
|
|
"dashboard": "📊 Dashboard",
|
|
"entry": "📝 Data Entry",
|
|
"layer2": "📈 Layer 2 (Technical)",
|
|
"confluence": "🎯 Confluence Signals",
|
|
"history": "📜 History",
|
|
"settings": "⚙️ Settings"
|
|
}
|
|
|
|
# Currency emojis for UI
|
|
CURRENCY_EMOJIS = {
|
|
"USD": "🇺🇸",
|
|
"EUR": "🇪🇺",
|
|
"GBP": "🇬🇧",
|
|
"JPY": "🇯🇵",
|
|
"AUD": "🇦🇺",
|
|
"CAD": "🇨🇦",
|
|
"CHF": "🇨🇭",
|
|
"NZD": "🇳🇿",
|
|
}
|
|
|
|
# ============================================================================
|
|
# LAYER 2 — Technical Analysis Configuration
|
|
# ============================================================================
|
|
# MetaTrader 5 (local terminal, no API key needed)
|
|
# Symbol suffix varies by broker (e.g., .m for OANDA MT5)
|
|
MT5_SYMBOL_SUFFIX = os.getenv("MT5_SYMBOL_SUFFIX", "")
|
|
|
|
# Technical Analysis Settings
|
|
Z_SCORE_THRESHOLD = float(os.getenv("Z_SCORE_THRESHOLD", 2.0)) # Overbought/oversold level
|
|
Z_SCORE_LOOKBACK = int(os.getenv("Z_SCORE_LOOKBACK", 288)) # Bars for Z-score calculation (288 M5 bars = 24 hours)
|
|
|
|
# Historical Bar Configuration (Task 1.1 — Multi-hour anchored lookback)
|
|
BAR_TIMEFRAME = os.getenv("BAR_TIMEFRAME", "M5") # M1 or M5 bar intervals
|
|
BAR_LOOKBACK_HOURS = int(os.getenv("BAR_LOOKBACK_HOURS", 48)) # Hours of historical data
|
|
BAR_LOOKBACK_BARS = int(os.getenv("BAR_LOOKBACK_BARS", 288)) # Total bars (288 M5 bars = 24h)
|
|
HISTORICAL_POLL_INTERVAL = int(os.getenv("HISTORICAL_POLL_INTERVAL", 300)) # 5 min in seconds
|
|
|
|
# Session Detection
|
|
SESSION_TOKYO_OPEN = 0 # 00:00 UTC
|
|
SESSION_TOKYO_CLOSE = 8 # 08:00 UTC
|
|
SESSION_LONDON_OPEN = 7 # 07:00 UTC
|
|
SESSION_LONDON_CLOSE = 16 # 16:00 UTC
|
|
SESSION_NEWYORK_OPEN = 13 # 13:00 UTC
|
|
SESSION_NEWYORK_CLOSE = 21# 21:00 UTC
|
|
|
|
# Confluence Settings
|
|
CONFLUENCE_ENABLED = os.getenv("CONFLUENCE_ENABLED", "true").lower() == "true"
|
|
MIN_CONFLUENCE_STRENGTH = float(os.getenv("MIN_CONFLUENCE_STRENGTH", 60.0)) # 60% confidence threshold
|
|
|
|
# Risk Management
|
|
ACCOUNT_BALANCE = float(os.getenv("ACCOUNT_BALANCE", 10000.0)) # Starting balance
|
|
RISK_PER_TRADE = float(os.getenv("RISK_PER_TRADE", 0.01)) # 1% per trade
|
|
MAX_PORTFOLIO_LEVERAGE = float(os.getenv("MAX_PORTFOLIO_LEVERAGE", 2.0)) # Max 2:1 leverage
|
|
USE_GRID_HEDGING = os.getenv("USE_GRID_HEDGING", "true").lower() == "true"
|
|
GRID_LEVELS = int(os.getenv("GRID_LEVELS", 3)) # Number of hedging levels
|
|
|
|
# ============================================================================
|
|
# Mock Data Feeder Configuration (previously magic numbers)
|
|
# ============================================================================
|
|
MOCK_DRIFT = float(os.getenv("MOCK_DRIFT", 0.0001))
|
|
MOCK_THETA = float(os.getenv("MOCK_THETA", 0.02))
|
|
MOCK_NOISE_STD = float(os.getenv("MOCK_NOISE_STD", 0.0008))
|
|
MOCK_SEASONAL_AMP = float(os.getenv("MOCK_SEASONAL_AMP", 0.0003))
|
|
MOCK_TICK_NOISE = float(os.getenv("MOCK_TICK_NOISE", 0.0002))
|
|
MOCK_BID_ASK_SPREAD = float(os.getenv("MOCK_BID_ASK_SPREAD", 0.0001))
|
|
MOCK_HISTORICAL_DAILY_NOISE = float(os.getenv("MOCK_HISTORICAL_DAILY_NOISE", 0.01))
|
|
|
|
if DEBUG:
|
|
print("[CONFIG] Debug mode enabled")
|
|
print(f"[CONFIG] FRED API Key: {FRED_API_KEY[:10]}..." if FRED_API_KEY else "[CONFIG] FRED API Key: NOT SET")
|
|
print(f"[CONFIG] MT5 symbol suffix: '{MT5_SYMBOL_SUFFIX}'")
|
|
print(f"[CONFIG] Database: {DB_PATH}")
|
|
print(f"[CONFIG] Weights: Rate={WEIGHT_RATE}, CPI={WEIGHT_CPI}, PMI={WEIGHT_PMI}")
|
|
print(f"[CONFIG] Min gap to trade: {MIN_GAP_TO_TRADE}")
|
|
print(f"[CONFIG] Z-score threshold: {Z_SCORE_THRESHOLD}")
|
|
print(f"[CONFIG] Confluence enabled: {CONFLUENCE_ENABLED}")
|
|
|
|
|
|
# Call validation on import (fail early if config is broken)
|
|
try:
|
|
validate_config()
|
|
except ValueError as e:
|
|
print(f"[ERROR] Configuration validation failed:\n{e}")
|
|
raise
|