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fx-quant/config/system.yaml
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general:
project_name: "fx-quant"
timezone: "UTC"
brokers:
- name: "oanda"
type: "oanda_v20"
enabled: true
instruments:
- "EUR_USD"
- "USD_JPY"
data:
candle_count: 200
candle_granularities:
- "M1"
- "M5"
tick_export: false # true to capture raw ticks
features:
sma_windows: [3, 20]
ema_windows: [20]
rsi_period: 14
atr_period: 14
vwap_window: 20
volatility_window: 20
ai:
model: "local-ensemble" # example: 'openai', 'local-llm', 'ensemble'
confidence_threshold: 0.85
retriever_enabled: true
retriever_source: "supabase"
strategy:
rule: "sma_cross" # human-readable name of the rule
params:
short: 3
long: 20
trade_size_pct_of_equity: 0.01
max_drawdown_pct: 0.05
execution:
paper_mode: true
canary_size_pct: 0.01
max_positions: 3
supabase:
url: "https://<your>.supabase.co"
key_env_name: "SUPABASE_KEY" # key stored in .env
table: "fx_candles"