AlphaPy Configuration

Two config layers: global (this directory) and per-project (in each projects/<name>/config/).

Global config (this directory)

File	Purpose	Tracked?
alphapy.yml	Local paths (data dir, project root). Read at startup by alphapy_main.get_alphapy_config().	gitignored
alphapy.yml.template	Template — copy to alphapy.yml and edit.	tracked
algos.yml	ML algorithm definitions and hyperparameter grids (sklearn, XGBoost, CatBoost, LightGBM). Used by optimize.py.	tracked
model.yml.template	Per-project model config template — copy to projects/<name>/config/model.yml.	tracked

Per-project config

Each project under projects/<name>/ has config/model.yml defining: target column, algorithms to run, CV folds, hyperparameter optimization settings, encoding, scaling, and feature selection. See projects/kaggle/config/model.yml for a working example.

Quick start

cp alphapy.yml.template alphapy.yml
# Edit alphapy.yml with your data_dir and project_root paths

Then create a new project:

mkdir -p projects/myproject/{config,data}
cp config/model.yml.template projects/myproject/config/model.yml
# Edit model.yml: set target column, algorithms, etc.
cd projects/myproject && alphapy

Notes

• Trading/markets/finance configs (sources.yml, systems.yml, groups.yml, indicators.yml, finance-flavored variables.yml) moved to the private alphapy-finance repo in v4.0.0.
• algos.yml is shared and domain-agnostic. All entries are pure ML algorithms.