# GREEN — SHORT-only mirror of BLUE + V7 RT exit engine (experimental staging)
#
# BLUE compliance (2026-04-13):
#   direction     : short_only      (was: long)
#   boost_mode    : d_liq           (NEW — matches BLUE's create_d_liq_engine)
#   max_hold_bars : 250             (matches BLUE live; OB cascade halves to ~125)
#   min_irp_alignment : 0.0        (was: 0.45 — matches BLUE's ENGINE_KWARGS)
#   max_leverage  : 8.0            (D_LIQ soft cap; informational)
#   abs_max_leverage: 9.0          (D_LIQ hard cap; informational)
#   vol_p60       : 0.00009868     (gold canonical — matches BLUE)
#   hazelcast.state_map: DOLPHIN_STATE_GREEN
#
# V7 additions (GREEN only):
#   use_exit_v7         : true   (V7 = vol-normalized MAE + bounce_score/risk ML)
#   v6_bar_duration_sec : 5.0    (eigenscan cadence; swap to 1.0 when NT runs 1s bars)
#   bounce_model_path   : path to bounce_detector_v3.pkl
#   Rollback: set use_exit_v7: false, use_exit_v6: true to revert to pure V6

strategy_name: green
direction: short_only

engine:
  boost_mode: d_liq              # BLUE compliance: D_LIQ engine (LiquidationGuardEngine)
  vel_div_threshold: -0.02
  vel_div_extreme: -0.05
  min_leverage: 0.5
  max_leverage: 8.0              # D_LIQ soft cap (informational — d_liq ignores this)
  abs_max_leverage: 9.0          # D_LIQ hard cap (informational — d_liq ignores this)
  leverage_convexity: 3.0
  fraction: 0.20
  fixed_tp_pct: 0.0095
  stop_pct: 1.0
  max_hold_bars: 250             # BLUE compliance; OB cascade halves to ~125 at runtime
  use_direction_confirm: true
  dc_lookback_bars: 7
  dc_min_magnitude_bps: 0.75
  dc_skip_contradicts: true
  dc_leverage_boost: 1.0
  dc_leverage_reduce: 0.5
  use_asset_selection: true
  min_irp_alignment: 0.0         # BLUE compliance (was 0.45)
  use_sp_fees: true
  use_sp_slippage: true
  sp_maker_entry_rate: 0.62
  sp_maker_exit_rate: 0.50
  use_ob_edge: true
  ob_edge_bps: 5.0
  ob_confirm_rate: 0.40
  lookback: 100
  use_alpha_layers: true
  use_dynamic_leverage: true
  seed: 42
  # V7 RT exit engine (GREEN only — observer mode; not present in BLUE config)
  use_exit_v7: true              # V7: vol-normalized MAE + bounce_score/risk ML injection
  use_exit_v6: false             # V6 fallback — set true here + false above to roll back
  v6_bar_duration_sec: 5.0       # scan cadence; set 1.0 when NT runs 1-second bars
  bounce_model_path: /mnt/dolphinng5_predict/prod/models/bounce_detector_v3.pkl

paper_trade:
  initial_capital: 25000.0
  data_source: live_arrow_scans
  log_dir: paper_logs/green
  vol_p60: 0.00009868            # gold canonical (was 0.000099)

hazelcast:
  imap_pnl:   DOLPHIN_PNL_GREEN
  imap_state: DOLPHIN_STATE_GREEN
  state_map:  DOLPHIN_STATE_GREEN   # capital persistence map (was defaulting to BLUE)