54 lines
1.1 KiB
YAML
54 lines
1.1 KiB
YAML
# Main Application Configuration
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app:
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name: "ICT ML Trading System"
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version: "0.1.0"
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environment: "${ENVIRONMENT:-development}"
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debug: "${DEBUG:-false}"
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# Trading Session Configuration
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trading:
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session:
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start_time: "03:00" # EST
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end_time: "04:00" # EST
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timezone: "America/New_York"
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instrument:
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symbol: "DEUIDXEUR"
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exchange: "EUREX"
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contract_size: 25 # EUR per point
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# Data Configuration
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data:
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raw_data_path: "data/raw"
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processed_data_path: "data/processed"
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labels_path: "data/labels"
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screenshots_path: "data/screenshots"
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timeframes:
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- "1min"
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- "5min"
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- "15min"
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retention:
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raw_data_days: 730 # 24 months
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processed_data_days: 365 # 12 months
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screenshots_days: 180 # 6 months
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# Model Configuration
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models:
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base_path: "models"
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pattern_graders_path: "models/pattern_graders"
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strategy_models_path: "models/strategy_models"
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min_labels_per_pattern: 200
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train_test_split: 0.8
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validation_split: 0.1
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# Logging Configuration (see config/logging.yaml for detailed settings)
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logging:
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level: "${LOG_LEVEL:-INFO}"
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format: "${LOG_FORMAT:-json}"
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log_dir: "logs"
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