69 lines
2.7 KiB
YAML
69 lines
2.7 KiB
YAML
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# GREEN — SHORT-only mirror of BLUE + V7 RT exit engine (experimental staging)
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#
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# BLUE compliance (2026-04-13):
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# direction : short_only (was: long)
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# boost_mode : d_liq (NEW — matches BLUE's create_d_liq_engine)
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# max_hold_bars : 250 (matches BLUE live; OB cascade halves to ~125)
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# min_irp_alignment : 0.0 (was: 0.45 — matches BLUE's ENGINE_KWARGS)
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# max_leverage : 8.0 (D_LIQ soft cap; informational)
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# abs_max_leverage: 9.0 (D_LIQ hard cap; informational)
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# vol_p60 : 0.00009868 (gold canonical — matches BLUE)
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# hazelcast.state_map: DOLPHIN_STATE_GREEN
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#
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# V7 additions (GREEN only):
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# use_exit_v7 : true (V7 = vol-normalized MAE + bounce_score/risk ML)
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# v6_bar_duration_sec : 5.0 (eigenscan cadence; swap to 1.0 when NT runs 1s bars)
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# bounce_model_path : path to bounce_detector_v3.pkl
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# Rollback: set use_exit_v7: false, use_exit_v6: true to revert to pure V6
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strategy_name: green
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direction: short_only
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engine:
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boost_mode: d_liq # BLUE compliance: D_LIQ engine (LiquidationGuardEngine)
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vel_div_threshold: -0.02
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vel_div_extreme: -0.05
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min_leverage: 0.5
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max_leverage: 8.0 # D_LIQ soft cap (informational — d_liq ignores this)
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abs_max_leverage: 9.0 # D_LIQ hard cap (informational — d_liq ignores this)
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leverage_convexity: 3.0
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fraction: 0.20
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fixed_tp_pct: 0.0095
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stop_pct: 1.0
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max_hold_bars: 250 # BLUE compliance; OB cascade halves to ~125 at runtime
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use_direction_confirm: true
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dc_lookback_bars: 7
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dc_min_magnitude_bps: 0.75
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dc_skip_contradicts: true
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dc_leverage_boost: 1.0
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dc_leverage_reduce: 0.5
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use_asset_selection: true
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min_irp_alignment: 0.0 # BLUE compliance (was 0.45)
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use_sp_fees: true
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use_sp_slippage: true
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sp_maker_entry_rate: 0.62
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sp_maker_exit_rate: 0.50
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use_ob_edge: true
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ob_edge_bps: 5.0
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ob_confirm_rate: 0.40
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lookback: 100
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use_alpha_layers: true
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use_dynamic_leverage: true
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seed: 42
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# V7 RT exit engine (GREEN only — observer mode; not present in BLUE config)
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use_exit_v7: true # V7: vol-normalized MAE + bounce_score/risk ML injection
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use_exit_v6: false # V6 fallback — set true here + false above to roll back
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v6_bar_duration_sec: 5.0 # scan cadence; set 1.0 when NT runs 1-second bars
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bounce_model_path: /mnt/dolphinng5_predict/prod/models/bounce_detector_v3.pkl
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paper_trade:
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initial_capital: 25000.0
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data_source: live_arrow_scans
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log_dir: paper_logs/green
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vol_p60: 0.00009868 # gold canonical (was 0.000099)
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hazelcast:
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imap_pnl: DOLPHIN_PNL_GREEN
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imap_state: DOLPHIN_STATE_GREEN
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state_map: DOLPHIN_STATE_GREEN # capital persistence map (was defaulting to BLUE)
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