fx-quant/config/system.yaml

general:
  project_name: fx-quant
  timezone: UTC
brokers:
- name: oanda
  type: oanda_v20
  enabled: true
  instruments:
  - EUR_USD
data:
  candle_count: 200
  candle_granularities:
  - M5
  - M15
  tick_export: false
features:
  sma_windows:
  - 3
  - 20
  - 50
  - 100
  ema_windows:
  - 20
  rsi_period: 14
  atr_period: 14
  vwap_window: 20
  volatility_window: 20
ai:
  model: local-ensemble
  confidence_threshold: 0.75
  retriever_enabled: true
  retriever_source: supabase
  ensemble_models:
  - logistic_regression
  - random_forest
  - gradient_boosting
  backtest_validation_window: 50
  sanity_checks:
    rsi_overbought: 80
    rsi_oversold: 20
    volatility_multiplier: 3.0
strategy:
  rule: sma_cross
  params:
    short: 50
    long: 100
  trade_size_pct_of_equity: 0.025
  max_drawdown_pct: 0.05
execution:
  paper_mode: true
  canary_size_pct: 0.01
  max_positions: 5
  interval_seconds: 60
supabase:
  url: https://<your>.supabase.co
  key_env_name: SUPABASE_KEY
  table: fx_candles