sami7777
82c68fa8b0
- Switch to oil stocks (USO, XLE, OXY, CVX, XOM, SLB, HAL, DVN, MPC, VLO) - Add JPY/USD forex pairs for Japan targeting - 7-action RL space: long, short, close (was 5 long-only actions) - Bollinger Band mean-reversion scalp entries both directions - 5-minute candles with 60-second cycles for scalping - 35 features (added VWAP, fast RSI, fast ROC for scalping) - Short position support in backtest, executor, and RL environment - GA tuned for scalping: tighter SL/TP, shorter hold times Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
88 lines
2.1 KiB
JSON
88 lines
2.1 KiB
JSON
{
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"alpaca": {
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"api_key": "PKIJPFNMNZ3YKYP765XD6ZPPJY",
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"secret_key": "42PuPEYG2nGbeMJiogiFKKLyPtkEHKtwwXJamRKpf4tL",
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"base_url": "https://paper-api.alpaca.markets"
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},
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"oanda": {
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"api_token": "860db6509bc2f430b0cbfe197012a628-310ea40d575131302e6a30c958260837",
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"account_id": "101-001-38661051-001",
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"practice": true
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},
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"trading": {
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"symbols": [
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"USO", "XLE", "OXY", "CVX", "XOM",
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"SLB", "HAL", "DVN", "MPC", "VLO"
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],
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"forex_symbols": [
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"USD_JPY", "EUR_JPY", "GBP_JPY", "CAD_JPY",
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"AUD_JPY", "EUR_USD", "GBP_USD", "USD_CAD"
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],
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"cycle_interval_seconds": 60,
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"initial_capital": 100,
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"target_capital": 1000,
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"commission_rate": 0.0,
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"min_trade_value": 3,
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"require_approval": false,
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"max_position_pct": 12,
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"max_concurrent_positions": 12
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},
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"safety": {
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"max_position_pct": 12,
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"max_concurrent_positions": 12,
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"max_daily_trades": 50,
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"max_daily_loss_pct": 4,
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"max_total_loss_pct": 15,
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"min_trade_value": 3,
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"initial_capital": 100
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},
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"rl": {
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"gamma": 0.97,
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"epsilon_start": 1.0,
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"epsilon_min": 0.08,
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"epsilon_decay": 0.9990,
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"learning_rate": 0.0005,
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"batch_size": 128,
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"memory_size": 100000,
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"target_update_freq": 50,
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"hidden_dim": 128,
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"live_epsilon": 0.12,
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"train_interval_hours": 1,
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"checkpoint_interval_hours": 1
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},
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"ga": {
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"population_size": 60,
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"elite_count": 8,
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"mutation_rate": 0.20,
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"mutation_strength": 0.25,
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"crossover_rate": 0.7,
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"tournament_size": 5,
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"evolution_interval_hours": 3,
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"generations_per_cycle": 15
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},
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"backtest": {
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"interval_seconds": 900,
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"lookback_days": 14,
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"initial_capital": 100
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},
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"cache": {
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"warmup_lookback_days": 60,
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"update_interval_seconds": 60,
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"timeframes": ["5m", "1h"]
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},
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"database": {
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"path": "data/biggfish.db"
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},
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"reporting": {
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"dashboard_interval_seconds": 60,
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"save_to_file": true
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},
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"telegram": {
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"enabled": true,
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"bot_token": "8499352620:AAGVxZ2krfHS219xGRb-1-yGthMs45GjNg4",
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"chat_id": "637130179",
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"daily_report_hour": 21,
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"trade_alerts": true
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}
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}
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