105 lines
2.2 KiB
YAML
105 lines
2.2 KiB
YAML
# Trading System Configuration
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# Trading Symbols (extendable)
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symbols:
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- "ETH/USDT"
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- "BTC/USDT"
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# Timeframes for multi-timeframe analysis
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timeframes:
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- "1m"
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- "5m"
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- "15m"
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- "1h"
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- "4h"
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- "1d"
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# Data Provider Settings
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data:
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provider: "binance"
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cache_enabled: true
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cache_dir: "cache"
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historical_limit: 1000
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real_time_enabled: true
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websocket_reconnect: true
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# CNN Model Configuration
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cnn:
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window_size: 20
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features: ["open", "high", "low", "close", "volume"]
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hidden_layers: [64, 32, 16]
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dropout: 0.2
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learning_rate: 0.001
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batch_size: 32
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epochs: 100
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confidence_threshold: 0.6
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# RL Agent Configuration
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rl:
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state_size: 100 # Will be calculated dynamically
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action_space: 3 # BUY, HOLD, SELL
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epsilon: 1.0
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epsilon_decay: 0.995
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epsilon_min: 0.01
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learning_rate: 0.0001
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gamma: 0.99
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memory_size: 10000
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batch_size: 64
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target_update_freq: 1000
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# Orchestrator Settings
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orchestrator:
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cnn_weight: 0.7 # Weight for CNN predictions
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rl_weight: 0.3 # Weight for RL decisions
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confidence_threshold: 0.5 # Minimum confidence to act
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decision_frequency: 60 # Seconds between decisions
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# Trading Execution
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trading:
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max_position_size: 0.1 # Maximum position size (fraction of balance)
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stop_loss: 0.02 # 2% stop loss
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take_profit: 0.05 # 5% take profit
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trading_fee: 0.0002 # 0.02% trading fee
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min_trade_interval: 60 # Minimum seconds between trades
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# Web Dashboard
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web:
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host: "127.0.0.1"
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port: 8050
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debug: false
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update_interval: 1000 # Milliseconds
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chart_history: 100 # Number of candles to show
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# Logging
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logging:
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level: "INFO"
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format: "%(asctime)s - %(name)s - %(levelname)s - %(message)s"
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file: "logs/trading.log"
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max_size: 10485760 # 10MB
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backup_count: 5
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# GPU/Performance
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performance:
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use_gpu: true
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mixed_precision: true
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num_workers: 4
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batch_size_multiplier: 1.0
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# Paths
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paths:
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models: "models"
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data: "data"
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logs: "logs"
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cache: "cache"
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plots: "plots"
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# Training Configuration
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training:
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use_only_real_data: true # CRITICAL: Never use synthetic/generated data
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batch_size: 32
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learning_rate: 0.001
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epochs: 100
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validation_split: 0.2
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early_stopping_patience: 10
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# Directory paths |