Add EUR/USD pair constants and EurUsdStrategyConfig
- EURUSD in PAIR_INFO; new per-pair price_precision and default_spread fields on both pairs (backtester consumes default_spread when --spread is omitted) - EurUsdStrategyConfig ported from feature/eurusd-support plus EUR-local cost knobs (round_trip_cost=1 pip, min_tp_cost_multiple=10, min_sl_pips=8) so SignalConfig's gold-dollar values never apply to EUR; donor-tuned values are a pre-realism baseline pending re-tune - PlatformConfig.eur_strategy field; track EUR in news currencies Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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@@ -37,9 +37,16 @@ class MarketSession(Enum):
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# ── Supported pairs ──────────────────────────────────────────────
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XAUUSD = "XAU/USD"
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EURUSD = "EUR/USD"
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# price_precision: decimals for SL/TP rounding and display.
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# default_spread: round-trip cost per trade in price units, charged by
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# the backtester when --spread is not given.
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PAIR_INFO = {
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XAUUSD: {"display": "XAU/USD", "pip_value": 0.10, "is_jpy_pair": False},
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XAUUSD: {"display": "XAU/USD", "pip_value": 0.10, "is_jpy_pair": False,
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"price_precision": 2, "default_spread": 0.30},
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EURUSD: {"display": "EUR/USD", "pip_value": 0.0001, "is_jpy_pair": False,
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"price_precision": 5, "default_spread": 0.0001},
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}
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@@ -158,7 +165,7 @@ class SignalConfig:
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@dataclass
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class NewsConfig:
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"""Economic calendar & sentiment."""
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tracked_currencies: List[str] = field(default_factory=lambda: ["USD", "XAU"])
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tracked_currencies: List[str] = field(default_factory=lambda: ["USD", "XAU", "EUR"])
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pre_event_buffer_minutes: int = 30
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post_event_buffer_minutes: int = 15
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# Wider stay-out window after a high-impact release that surprised
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@@ -252,6 +259,54 @@ class XauStrategyConfig:
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m5_pullback_touch_bars: int = 3
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@dataclass
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class EurUsdStrategyConfig:
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"""EUR/USD strategy config — separate from XAU for independent tuning.
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Values ported from feature/eurusd-support are a pre-realism baseline
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(tuned before spread charging and next-open fills) and are re-tuned
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against the realistic backtester. Cost knobs (round_trip_cost,
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min_tp_cost_multiple, min_sl_pips) are EUR-local so nothing
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gold-calibrated from SignalConfig leaks into the EUR path.
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"""
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enabled: bool = True
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blocked_hours_utc: List[int] = field(default_factory=lambda: [22, 23, 0, 1, 2, 3])
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weekend_filter: bool = True
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allowed_weekdays: List[int] = field(default_factory=lambda: [0, 1, 2, 3, 4])
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min_atr_threshold: float = 0.0003
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sl_atr_multiplier: float = 1.5 # swing-buffer ATR multiple for SL placement
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tp_atr_multiplier: float = 1.2
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sl_atr_floor: float = 1.2
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min_rr_ratio: float = 1.0
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mature_move_threshold: float = 35.0
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tp_quality_scale: Dict[str, float] = field(default_factory=lambda: {
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"A+": 1.0, "A": 1.0, "B": 1.0, "C": 1.0,
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})
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blocked_regimes: List[str] = field(default_factory=lambda: ["ranging", "transitioning"])
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min_quality_grades: List[str] = field(default_factory=lambda: ["A+", "A", "B"])
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max_exhaustion_tags: int = 99
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block_near_ema200: bool = False
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session_hours: List[int] = field(default_factory=list)
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min_entry_score: float = 38.0
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min_entry_confidence: float = 60.0
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block_rsi_extended: bool = True
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blocked_vol_regimes: List[str] = field(default_factory=list)
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min_indicator_agreement: int = 0
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be_trigger_r: float = 0.3
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be_buffer_r: float = 0.15
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# ── EUR-local trade-cost knobs (replace SignalConfig's gold-dollar
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# values in the EUR path) ─────────────────────────────────────────
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# Round-trip cost per trade in price units (1.0 pip).
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round_trip_cost: float = 0.0001
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# Reject setups whose TP1 distance < round_trip_cost × this multiple
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# (10 → 10-pip minimum target; EUR M5 ATR runs ~5-8 pips).
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min_tp_cost_multiple: float = 10.0
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# Minimum SL distance in pips.
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min_sl_pips: float = 8.0
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@dataclass
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class FilterConfig:
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"""Regime and session filters for live signals."""
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@@ -275,6 +330,7 @@ class PlatformConfig:
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news: NewsConfig = field(default_factory=NewsConfig)
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backtest: FilterConfig = field(default_factory=FilterConfig)
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xau_strategy: XauStrategyConfig = field(default_factory=XauStrategyConfig)
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eur_strategy: EurUsdStrategyConfig = field(default_factory=EurUsdStrategyConfig)
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symbol: str = XAUUSD
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display_name: str = "XAU/USD"
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