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https://github.com/B-Wear/QuantumEdge.git
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B-Wear
137 lines
4.2 KiB
JSON
137 lines
4.2 KiB
JSON
{
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"system": {
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"name": "Quantum Edge System",
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"version": "1.0.0",
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"log_level": "INFO",
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"dashboard_port": 8050
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},
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"trading": {
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"exchange": {
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"name": "binance",
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"testnet": true,
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"api_key": "YOUR_API_KEY",
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"api_secret": "YOUR_API_SECRET"
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},
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"markets": ["BTC/USD", "ETH/USD", "SOL/USD", "ADA/USD"],
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"timeframes": ["1m", "5m", "15m", "1h", "4h", "1d"],
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"default_leverage": 1.0,
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"position_types": ["long", "short"],
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"order_types": ["market", "limit", "stop_loss", "take_profit"]
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},
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"ml_model": {
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"default_type": "lstm",
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"lstm": {
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"layers": [64, 32],
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"dropout": 0.2,
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"learning_rate": 0.001,
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"batch_size": 32,
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"epochs": 100,
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"validation_split": 0.2,
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"sequence_length": 60
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},
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"reinforcement": {
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"model_type": "ppo",
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"policy_network": [64, 64],
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"value_network": [64, 32],
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"learning_rate": 0.0003,
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"gamma": 0.99,
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"gae_lambda": 0.95,
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"clip_ratio": 0.2,
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"train_iterations": 80
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},
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"features": {
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"price": ["open", "high", "low", "close"],
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"volume": ["volume", "taker_buy_volume"],
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"technical": [
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"rsi", "macd", "bollinger_bands",
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"moving_averages", "momentum", "volatility"
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]
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}
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},
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"risk_management": {
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"position_sizing": {
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"max_position_size": 0.1,
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"max_leverage": 3.0,
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"min_position_size": 0.01
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},
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"risk_limits": {
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"max_drawdown": 0.2,
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"var_limit": 0.05,
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"min_sharpe": 1.0,
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"max_correlation": 0.7
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},
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"stop_loss": {
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"default_percentage": 0.02,
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"trailing_stop": true,
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"activation_percentage": 0.01
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},
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"take_profit": {
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"default_percentage": 0.03,
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"trailing_take_profit": true,
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"activation_percentage": 0.015
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},
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"exposure_limits": {
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"max_total_exposure": 1.0,
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"max_single_market": 0.3,
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"max_correlated_exposure": 0.5
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}
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},
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"sentiment_analysis": {
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"providers": {
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"news": {
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"api_key": "YOUR_NEWS_API_KEY",
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"sources": ["reuters", "bloomberg", "coindesk"],
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"update_interval": 300
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},
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"social": {
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"twitter_api_key": "YOUR_TWITTER_API_KEY",
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"twitter_api_secret": "YOUR_TWITTER_API_SECRET",
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"reddit_client_id": "YOUR_REDDIT_CLIENT_ID",
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"reddit_client_secret": "YOUR_REDDIT_CLIENT_SECRET",
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"update_interval": 60
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}
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},
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"analysis": {
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"sentiment_window": 3600,
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"min_confidence": 0.6,
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"impact_threshold": 0.3,
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"correlation_threshold": 0.5
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}
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},
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"optimization": {
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"system": {
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"cpu_threshold": 80,
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"memory_threshold": 80,
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"network_latency_threshold": 1000,
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"optimization_interval": 3600
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},
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"trading": {
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"min_win_rate": 0.55,
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"min_profit_factor": 1.5,
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"max_drawdown": 0.2,
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"optimization_lookback": 1000
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},
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"ml_model": {
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"min_accuracy": 0.6,
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"min_sharpe": 1.0,
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"max_drawdown": 0.15,
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"retraining_interval": 86400
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}
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},
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"monitoring": {
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"metrics_update_interval": 60,
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"health_check_interval": 300,
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"alert_thresholds": {
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"cpu_usage": 90,
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"memory_usage": 90,
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"api_latency": 2000,
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"error_rate": 0.01
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},
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"performance_thresholds": {
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"min_daily_profit": -0.02,
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"max_daily_loss": -0.05,
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"min_win_rate": 0.5,
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"min_profit_factor": 1.2
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}
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}
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} |