general:
  project_name: fx-quant
  timezone: UTC
brokers:
- name: oanda
  type: oanda_v20
  enabled: true
  instruments:
  - GBP_AUD
  - EUR_AUD
  - EUR_CAD
  - EUR_NZD
  - GBP_USD
  - EUR_USD
  - GBP_JPY
  - USD_JPY
  - EUR_GBP
  - GBP_CAD
data:
  candle_count: 200
  candle_granularities:
  - M15
  - H1
  - H4
  tick_export: false
features:
  sma_windows:
  - 3
  - 20
  - 50
  - 100
  - 200
  ema_windows:
  - 20
  - 50
  - 100
  - 200
  rsi_period: 14
  atr_period: 14
  vwap_window: 20
  volatility_window: 20
  macd: [12, 26, 9]
  adx_period: 14
  stochastic: [5, 3, 3]
  session_vwap_bands: true
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: pivot_retest_engulfing
  params:
    sma_period: 50
    lookback_bars: 20
    retest_tolerance_atr: 0.5
    strong_close_pct: 0.30
    sl_atr_multiplier: 1.5
  trade_size_pct_of_equity: 0.025
  max_drawdown_pct: 0.05
# Previous strategy (uncomment to switch back):
# 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
economic_calendar:
  enabled: true
  table: economic_calendar
  days_back: 400
  chunk_days: 28
  sleep_between_chunks: 1.0
  impact_threshold: "High"
  event_buffer_minutes: 30
  feature_lookforward_minutes: 240
  currency_country_map:
    EUR: "euro area"
    USD: "united states"
    GBP: "united kingdom"
    JPY: "japan"
    AUD: "australia"
    CAD: "canada"
    CHF: "switzerland"
    NZD: "new zealand"
supabase:
  url: https://<your>.supabase.co
  key_env_name: SUPABASE_KEY
  table: fx_candles
phase2:
  strategies:
    - name: S7_Tight
      pair: GBP_JPY
      timeframe: H1
      enabled: true
    - name: S9
      pair: GBP_USD
      timeframe: H1
      enabled: true
    - name: S9_Filtered
      pair: GBP_AUD
      timeframe: H1
      enabled: true
    - name: S4F
      pair: EUR_AUD
      timeframe: M15
      htf_timeframe: H1
      enabled: true
    - name: S3
      pair: GBP_JPY
      timeframe: H1
      enabled: true
  poll_interval_seconds: 60
  paper_mode: true
  starting_equity: 100000
  max_daily_drawdown_pct: 5.0