01c19662cb
Includes core prod + GREEN/BLUE subsystems: - prod/ (BLUE harness, configs, scripts, docs) - nautilus_dolphin/ (GREEN Nautilus-native impl + dvae/ preserved) - adaptive_exit/ (AEM engine + models/bucket_assignments.pkl) - Observability/ (EsoF advisor, TUI, dashboards) - external_factors/ (EsoF producer) - mc_forewarning_qlabs_fork/ (MC regime/envelope) Excludes runtime caches, logs, backups, and reproducible artifacts per .gitignore.
74 lines
1.6 KiB
YAML
Executable File
74 lines
1.6 KiB
YAML
Executable File
# DOLPHIN NG HD - Nautilus Configuration
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# Data Catalogue Configuration
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data_catalog:
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# Path to eigenvalue JSON files
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eigenvalues_dir: "eigenvalues"
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# Path for Nautilus Parquet catalog
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catalog_path: "nautilus_dolphin/catalog"
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# Date range for backtesting
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start_date: "2026-01-01"
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end_date: "2026-01-03"
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# Assets to include in backtest
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assets:
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- "BTCUSDT"
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- "ETHUSDT"
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- "ADAUSDT"
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- "SOLUSDT"
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- "DOTUSDT"
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- "AVAXUSDT"
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- "MATICUSDT"
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- "LINKUSDT"
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- "UNIUSDT"
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- "ATOMUSDT"
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# Signal Bridge Actor
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signal_bridge:
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redis_url: "redis://localhost:6379"
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stream_key: "dolphin:signals:stream"
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max_signal_age_sec: 10
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# Execution Strategy
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strategy:
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venue: "BINANCE_FUTURES"
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# Filters
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irp_alignment_min: 0.45
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momentum_magnitude_min: 0.000075
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excluded_assets:
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- "TUSDUSDT"
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- "USDCUSDT"
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# Position Sizing
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min_leverage: 0.5
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max_leverage: 5.0
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leverage_convexity: 3.0
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capital_fraction: 0.20
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# Exit Logic
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tp_bps: 99
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max_hold_bars: 120
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# Limits
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max_concurrent_positions: 10
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daily_loss_limit_pct: 10.0
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# Adaptive Circuit Breaker v5
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acb_enabled: true
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# Execution Client Configuration
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execution:
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# Paper trading uses testnet/sandbox (no real funds)
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paper_trading: true
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# Use Binance testnet for safe testing
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testnet: true
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# For live trading, set environment: LIVE and provide API keys
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# environment: PAPER
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# API keys (or use environment variables: BINANCE_API_KEY, BINANCE_API_SECRET)
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# api_key: ""
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# api_secret: ""
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# Exchange (placeholder for Phase 5+)
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exchange:
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testnet: true
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