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Python

"""
Forex Quant Trading — Configuration
"""
import os
from pathlib import Path
ROOT = Path(__file__).parent
DATA_DIR = ROOT / "data"
RAW_DIR = DATA_DIR / "raw"
PROCESSED_DIR = DATA_DIR / "processed"
LOGS_DIR = ROOT / "logs"
# Ensure directories exist
for d in [RAW_DIR, PROCESSED_DIR, LOGS_DIR]:
d.mkdir(parents=True, exist_ok=True)
# === Trading Parameters ===
TIMEFRAMES = {
"1m": "M1",
"5m": "M5",
"15m": "M15",
"30m": "M30",
"1h": "H1",
"4h": "H4",
"1d": "D1",
}
# Major forex pairs to watch
MAJOR_PAIRS = [
"EUR_USD", "GBP_USD", "USD_JPY", "USD_CHF",
"AUD_USD", "USD_CAD", "NZD_USD",
]
# Cross pairs
CROSS_PAIRS = [
"EUR_GBP", "EUR_JPY", "GBP_JPY", "EUR_AUD",
"AUD_JPY", "CHF_JPY", "EUR_CHF",
]
DEFAULT_PAIR = "EUR_USD"
DEFAULT_TF = "H1"
# === Risk Management ===
RISK_PER_TRADE = 0.01 # 1% risk per trade
MAX_SPREAD_PIPS = 2.0 # Max acceptable spread
STOP_LOSS_ATR_MULT = 1.5 # SL = ATR * this
TAKE_PROFIT_ATR_MULT = 3.0 # TP = ATR * this
# === Data Sources ===
# OANDA practice account — sign up free: https://www.oanda.com/demo-account/
OANDA_KEY = os.getenv("OANDA_API_KEY", "")
OANDA_ACCOUNT = os.getenv("OANDA_ACCOUNT_ID", "")
OANDA_ENV = os.getenv("OANDA_ENVIRONMENT", "practice")
# === Mode ===
DRY_RUN = True # paper trade until you're confident