74 lines
1.6 KiB
YAML
74 lines
1.6 KiB
YAML
|
# DOLPHIN NG HD - Nautilus Configuration
|
||
|
|
|
||
|
|
# Data Catalogue Configuration
|
||
|
|
data_catalog:
|
||
|
|
# Path to eigenvalue JSON files
|
||
|
|
eigenvalues_dir: "eigenvalues"
|
||
|
|
# Path for Nautilus Parquet catalog
|
||
|
|
catalog_path: "nautilus_dolphin/catalog"
|
||
|
|
# Date range for backtesting
|
||
|
|
start_date: "2026-01-01"
|
||
|
|
end_date: "2026-01-03"
|
||
|
|
# Assets to include in backtest
|
||
|
|
assets:
|
||
|
|
- "BTCUSDT"
|
||
|
|
- "ETHUSDT"
|
||
|
|
- "ADAUSDT"
|
||
|
|
- "SOLUSDT"
|
||
|
|
- "DOTUSDT"
|
||
|
|
- "AVAXUSDT"
|
||
|
|
- "MATICUSDT"
|
||
|
|
- "LINKUSDT"
|
||
|
|
- "UNIUSDT"
|
||
|
|
- "ATOMUSDT"
|
||
|
|
|
||
|
|
# Signal Bridge Actor
|
||
|
|
signal_bridge:
|
||
|
|
redis_url: "redis://localhost:6379"
|
||
|
|
stream_key: "dolphin:signals:stream"
|
||
|
|
max_signal_age_sec: 10
|
||
|
|
|
||
|
|
# Execution Strategy
|
||
|
|
strategy:
|
||
|
|
venue: "BINANCE_FUTURES"
|
||
|
|
|
||
|
|
# Filters
|
||
|
|
irp_alignment_min: 0.45
|
||
|
|
momentum_magnitude_min: 0.000075
|
||
|
|
excluded_assets:
|
||
|
|
- "TUSDUSDT"
|
||
|
|
- "USDCUSDT"
|
||
|
|
|
||
|
|
# Position Sizing
|
||
|
|
min_leverage: 0.5
|
||
|
|
max_leverage: 5.0
|
||
|
|
leverage_convexity: 3.0
|
||
|
|
capital_fraction: 0.20
|
||
|
|
|
||
|
|
# Exit Logic
|
||
|
|
tp_bps: 99
|
||
|
|
max_hold_bars: 120
|
||
|
|
|
||
|
|
# Limits
|
||
|
|
max_concurrent_positions: 10
|
||
|
|
daily_loss_limit_pct: 10.0
|
||
|
|
|
||
|
|
# Adaptive Circuit Breaker v5
|
||
|
|
acb_enabled: true
|
||
|
|
|
||
|
|
# Execution Client Configuration
|
||
|
|
execution:
|
||
|
|
# Paper trading uses testnet/sandbox (no real funds)
|
||
|
|
paper_trading: true
|
||
|
|
# Use Binance testnet for safe testing
|
||
|
|
testnet: true
|
||
|
|
# For live trading, set environment: LIVE and provide API keys
|
||
|
|
# environment: PAPER
|
||
|
|
# API keys (or use environment variables: BINANCE_API_KEY, BINANCE_API_SECRET)
|
||
|
|
# api_key: ""
|
||
|
|
# api_secret: ""
|
||
|
|
|
||
|
|
# Exchange (placeholder for Phase 5+)
|
||
|
|
exchange:
|
||
|
|
testnet: true
|