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Add config-driven system.yaml and multi-window indicators
- Create config/system.yaml with full master prompt template - Create src/config_loader.py to load YAML config and .env - Update data_engine.build_all_features() to support lists of windows (e.g. sma_windows: [3, 20] produces sma_3 and sma_20 columns) - Rewrite get_candles.py to loop over all instruments × granularities from config instead of hardcoding EUR_USD/M5 - Fix supabase_upload.py indentation bug and wire up config for table name Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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co-authored by
Claude Opus 4.6
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general:
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project_name: "fx-quant"
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timezone: "UTC"
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brokers:
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- name: "oanda"
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type: "oanda_v20"
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enabled: true
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instruments:
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- "EUR_USD"
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- "USD_JPY"
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data:
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candle_count: 200
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candle_granularities:
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- "M1"
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- "M5"
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tick_export: false # true to capture raw ticks
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features:
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sma_windows: [3, 20]
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ema_windows: [20]
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rsi_period: 14
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atr_period: 14
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vwap_window: 20
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volatility_window: 20
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ai:
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model: "local-ensemble" # example: 'openai', 'local-llm', 'ensemble'
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confidence_threshold: 0.85
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retriever_enabled: true
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retriever_source: "supabase"
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strategy:
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rule: "sma_cross" # human-readable name of the rule
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params:
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short: 3
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long: 20
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trade_size_pct_of_equity: 0.01
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max_drawdown_pct: 0.05
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execution:
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paper_mode: true
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canary_size_pct: 0.01
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max_positions: 3
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supabase:
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url: "https://<your>.supabase.co"
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key_env_name: "SUPABASE_KEY" # key stored in .env
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table: "fx_candles"
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