mirror of
https://github.com/BrentNeale1/fx-quant.git
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Brent Neale
ef950f25dd
Dockerize the order executor with python:3.11-slim, add docker-compose with config volume mount for hot-reload of system.yaml settings. Integrate AI ensemble validation into order execution pipeline and add configurable interval loop (default 60s) to replace container restart cycling. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
58 lines
1.1 KiB
YAML
58 lines
1.1 KiB
YAML
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"
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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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ensemble_models: ["logistic_regression", "random_forest", "gradient_boosting"]
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backtest_validation_window: 50
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sanity_checks:
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rsi_overbought: 80
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rsi_oversold: 20
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volatility_multiplier: 3.0
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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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interval_seconds: 60
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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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