# 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