mirror of
https://github.com/BrentNeale1/fx-quant.git
synced 2026-07-31 12:27:43 +00:00
Brent Neale
0d0c363bfa
- 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>
51 lines
943 B
YAML
51 lines
943 B
YAML
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"
|