GifariKemalandClaude Opus 4.6
a240d974f6
New documentation files: - 16-MT5-Connector: Broker bridge with auto-reconnect & Polars native - 17-Configuration: 6 sub-configs with capital mode auto-adjustment - 18-Trade-Logger: Dual storage (PostgreSQL + CSV), thread-safe - 19-Position-Manager: 7 action conditions, trailing SL, market close handler - 20-Risk-Engine: Kelly Criterion sizing, circuit breaker, order validation - 21-Database: PostgreSQL integration with 6 repositories - 22-Train-Models: Initial training script (HMM + XGBoost) - 23-Main-Live-Orchestrator: Main loop coordinating 15+ components Updated README.md with complete index of all 23 components. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
165 lines
4.5 KiB
Markdown
165 lines
4.5 KiB
Markdown
# Configuration — Pusat Pengaturan Bot
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> **File:** `src/config.py`
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> **Class:** `TradingConfig`, `RiskConfig`, `SMCConfig`, `MLConfig`, `ThresholdsConfig`, `RegimeConfig`
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> **Sumber:** Environment variables (`.env`)
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---
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## Apa Itu Configuration?
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Configuration adalah **pusat pengaturan** seluruh parameter bot — dari kredensial MT5 hingga threshold AI. Semua pengaturan otomatis menyesuaikan berdasarkan ukuran modal (small/medium).
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**Analogi:** Configuration seperti **kokpit pesawat** — semua tombol dan dial pengaturan ada di satu tempat, dan bisa diubah sebelum "terbang" (trading).
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---
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## Capital Mode (Otomatis)
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| Mode | Modal | Risk/Trade | Max Daily Loss | Leverage | Max Lot | Max Posisi | Timeframe |
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|------|-------|-----------|----------------|----------|---------|-----------|-----------|
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| **SMALL** | ≤ $10K | 1% | 3% | 1:100 | 0.05 | 3 | M15 |
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| **MEDIUM** | > $10K | 0.5% | 2% | 1:30 | 2.0 | 5 | H1 |
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```python
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# Otomatis berdasarkan capital
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if capital <= 10000:
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mode = SMALL # Growth mode
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else:
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mode = MEDIUM # Preservation mode
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```
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---
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## 6 Sub-Konfigurasi
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### 1. RiskConfig
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```python
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RiskConfig(
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risk_per_trade=1.0, # 1% per trade ($50 dari $5K)
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max_daily_loss=3.0, # 3% max daily loss ($150)
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max_leverage=100, # 1:100
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max_positions=3, # Max 3 posisi bersamaan
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max_lot_size=0.05, # Max 0.05 lot
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min_lot_size=0.01, # Min 0.01 lot
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lot_step=0.01, # Increment 0.01
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)
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```
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### 2. SMCConfig
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```python
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SMCConfig(
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swing_length=5, # 5 bar untuk swing detection
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fvg_min_gap_pips=2.0, # Min gap FVG: 2 pips
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ob_lookback=10, # Order block lookback: 10 bar
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bos_close_break=True, # Butuh close break untuk BOS
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)
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```
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### 3. MLConfig
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```python
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MLConfig(
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model_path="models/xgboost_model.json",
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confidence_threshold=0.65, # Min confidence untuk entry
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retrain_frequency_days=7, # Retrain setiap 7 hari
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lookback_periods=1000, # Data lookback
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)
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```
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### 4. ThresholdsConfig
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```python
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ThresholdsConfig(
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# ML Confidence
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ml_min_confidence=0.65, # Minimum confidence
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ml_entry_confidence=0.70, # Default entry
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ml_high_confidence=0.75, # High confidence
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ml_very_high_confidence=0.80, # Lot multiplier trigger
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# Risk
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trend_reversal_confidence=0.75, # Trigger reversal close
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protected_mode_threshold=0.80, # Enter protected mode
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# Profit/Loss (USD)
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min_profit_to_secure=15.0, # Min profit to consider secure
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good_profit_level=25.0, # Good profit
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great_profit_level=40.0, # Take it!
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# Timing
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trade_cooldown_seconds=300, # 5 menit antar trade
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loop_interval_seconds=30.0, # Main loop interval
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# Session
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sydney_lot_multiplier=0.5, # Sydney lot reduction
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)
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```
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### 5. RegimeConfig
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```python
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RegimeConfig(
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n_regimes=3, # 3 HMM states
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lookback_periods=500, # HMM training lookback
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retrain_frequency=20, # Retrain setiap 20 bar
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)
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```
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---
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## Environment Variables (.env)
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| Variable | Contoh | Wajib | Keterangan |
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|----------|--------|-------|------------|
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| `MT5_LOGIN` | `12345678` | Ya | Akun MT5 |
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| `MT5_PASSWORD` | `p@ssw0rd` | Ya | Password MT5 |
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| `MT5_SERVER` | `BrokerName-Live` | Ya | Server broker |
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| `MT5_PATH` | `C:\...\terminal64.exe` | Tidak | Path MT5 |
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| `CAPITAL` | `5000` | Tidak | Modal ($5000 default) |
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| `SYMBOL` | `XAUUSD` | Tidak | Simbol trading |
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| `RISK_PER_TRADE` | `1.0` | Tidak | Override risk % |
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| `MAX_DAILY_LOSS_PERCENT` | `3.0` | Tidak | Override daily loss |
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| `AI_CONFIDENCE_THRESHOLD` | `0.65` | Tidak | Override ML threshold |
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| `TELEGRAM_BOT_TOKEN` | `123:ABC...` | Tidak | Token Telegram |
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| `TELEGRAM_CHAT_ID` | `-1001234...` | Tidak | Chat ID Telegram |
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| `DB_HOST` | `localhost` | Tidak | PostgreSQL host |
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| `DB_NAME` | `trading_db` | Tidak | Database name |
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---
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## Position Sizing (Kelly Criterion)
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```python
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def calculate_position_size(entry_price, stop_loss_price, balance):
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"""
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Risk-Constrained Kelly Criterion:
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risk_amount = balance × risk% ($5000 × 1% = $50)
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sl_pips = |entry - SL| / 0.1
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lot = risk_amount / (sl_pips × pip_value)
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lot × 0.5 (Half-Kelly untuk safety)
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Clamp: min_lot ≤ lot ≤ max_lot
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"""
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```
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---
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## Validasi Otomatis
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```
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Saat TradingConfig dibuat:
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v
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_validate_required_settings():
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├── MT5_LOGIN != 0?
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├── MT5_PASSWORD tidak kosong?
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├── MT5_SERVER tidak kosong?
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└── Capital > 0?
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├── Ada yang gagal → ValueError
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└── Semua OK → _configure_by_capital()
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```
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