trading_bot/config.yaml at main · Rohan5commit/trading_bot · GitHub

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ai_trading:
  allow_shorts: true
  decision_engine: trained_model
  disallow_core_overlap: false
  enabled: true
  equity_at_reset: 100000
  feature_lookback_days: 80
  initial_capital: 100000
  leverage: 2
  max_positions: 10
  max_shorts: 5
  min_holding_days: 1
  min_total_weight: 0.96
  min_trade_dollars: 1000
  neutral_breakout_enabled: true
  neutral_breakout_max_gap: 0.1
  neutral_breakout_min_prob: 0.22
  news_window_days: 7
  position_management_mode: autonomous_rebalance
  previous_return_pct: 0.2924
  price_lookback_days: 30
  prompt_candidates_limit: 1000
  runtime_router:
    distilled_model_name: distilled-feature-manager
    fallback_to_distilled_on_error: true
    memory_lookback_days: 120
    min_project_balance_for_large_cpu: 5.0
    mode: auto
    preferred_large_compute_name: cpu-8
    preferred_large_disk_gb: 80
  slippage_pct: 0.0005
  trained_model:
    api_key_env: MODAL_API_KEY
    backend: http
    backoff_seconds: 2
    batch_size: 16
    inference_url: ''
    inference_url_env: MODAL_INFERENCE_URL
    max_retries: 0
    model_name: quant-trained-trading-model
    provider: modal
    timeout_seconds: 1200
broker:
  alpaca:
    ai_api_key_env: ALPACA_AI_API_KEY
    ai_secret_key_env: ALPACA_AI_SECRET_KEY
    core_api_key_env: ALPACA_CORE_API_KEY
    core_secret_key_env: ALPACA_CORE_SECRET_KEY
    paper_url: https://paper-api.alpaca.markets
  mode: paper
  provider: alpaca
data:
  cache_path: data/test_challenger_m3_2.db
  force_refresh: true
  providers:
    alphavantage:
      api_key_env: ALPHAVANTAGE_API_KEYS
      api_keys: []
      base_url: https://www.alphavantage.co
      outputsize: full
      timeout_seconds: 25
    twelvedata:
      api_key_env: TWELVEDATA_API_KEYS
      api_keys: []
      assumed_requests_per_minute_per_key: 5
      base_url: https://api.twelvedata.com
      outputsize: 1200
      timeout_seconds: 20
  sources:
    news: gdelt
    prices: twelvedata
email:
  recipient: rohan.santhoshkumar1@gmail.com
llm:
  backoff_seconds: 1.0
  enabled: false
  max_retries: 2
  max_tokens: 4096
  news_sentiment:
    batch_size: 8
    confidence_weighted: false
    enabled: true
    local_fallback_enabled: true
    max_articles_per_symbol: 30
    min_confidence: 0.15
  provider: local_news_sentiment
  temperature: 0.1
  timeout_seconds: 20
  top_p: 0.9
meta_learning:
  cooldown_days_after_exit: 5
  cooldown_penalty: 0.0
  lookback_days: 30
  min_trades_for_penalty: 3
  win_rate_threshold: 0.4
ml:
  model_type: xgboost
  retrain_frequency: weekly
  target_horizon: 1
  test_size: 0.2
monitoring:
  notifications:
  - console
  - email
news:
  enabled: true
output:
  daily_summary: true
  log_trades: true
  results_dir: ./results
risk:
  max_daily_loss_pct: 0.02
  max_gross_exposure: 1.0
  max_position_equity_pct: 0.1
schedule: null
signals:
  buy_threshold: 0.55
  enabled: true
  expected_holding_period: 1d
  lookback_days: 120
  mean_reversion_window: 20
  momentum_lookback: 20
  top_n: 15
smc:
  pivots_length: 5
state_recovery:
  allow_ai_seed: false
  allow_core_seed: false
  enabled: false
  purge_seeded_open_positions: true
  seed_file: ./state/positions_seed.json
storage:
  keep_db_archives: 0
  news_retention_days: 45
  prices_retention_days: 1200
  prune_models_keep_latest_only: true
  store_feature_files: false
  vacuum_frequency_days: 7
  vacuum_sqlite: true
trading:
  enable_shorts: true
  equal_weight: false
  equity_at_reset: 100000
  initial_capital: 100000
  leverage: 2
  max_cash_pct: 0.2
  max_positions: 10
  max_shorts: 5
  min_order_dollars: 1000
  min_order_equity_pct: 0.005
  min_total_weight: 0.95
  order_types_allowed:
  - limit
  - market
  previous_return_pct: 0.0175
  short_threshold: -0.002
  stop_loss_pct: null
  take_profit_pct: 0.03
universe:
  auto_update: true
  min_market_cap: 1000000000
  source: ./universe/us_top1000.csv