mirror of
https://github.com/QuantEngines/fx_quant_engine.git
synced 2026-07-27 18:37:47 +00:00
29 lines
673 B
JSON
29 lines
673 B
JSON
|
{
|
||
|
|
"engine": "fx_quant_engine",
|
||
|
|
"timestamp": "2026-03-30T10:00:00",
|
||
|
|
"asset": "USDINR",
|
||
|
|
"signal_type": "directional",
|
||
|
|
"signal_direction": "long_usd",
|
||
|
|
"signal_strength": 0.74,
|
||
|
|
"confidence": 0.68,
|
||
|
|
"regime": {
|
||
|
|
"trend": "trend",
|
||
|
|
"volatility": "normal",
|
||
|
|
"dollar": "strengthening",
|
||
|
|
"risk": "risk_off",
|
||
|
|
"combined": "usd_dominant",
|
||
|
|
"stability": 0.71
|
||
|
|
},
|
||
|
|
"expected_volatility": 0.089,
|
||
|
|
"risk_flags": ["outside_primary_market_hours"],
|
||
|
|
"drivers": {
|
||
|
|
"trend": 0.51,
|
||
|
|
"momentum": 0.36,
|
||
|
|
"mean_reversion": -0.12,
|
||
|
|
"carry": 0.09,
|
||
|
|
"macro": -0.07
|
||
|
|
},
|
||
|
|
"recommended_action": "enter_small",
|
||
|
|
"position_sizing_multiplier": 0.65
|
||
|
|
}
|