Add config.py

2026-05-04 04:08:10 +00:00
commit e39054af02
1 changed files with 194 additions and 0 deletions
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+"""
+Forex Signal Intelligence Platform - Configuration
+===================================================
+Central configuration for all signal analysis parameters.
+Tuned by market regime and validated against historical performance.
+"""
+
+from dataclasses import dataclass, field
+from enum import Enum
+from typing import Dict, List
+
+
+class Timeframe(Enum):
+    M1 = "1min"
+    M5 = "5min"
+    M15 = "15min"
+    M30 = "30min"
+    H1 = "1h"
+    H4 = "4h"
+    D1 = "1d"
+    W1 = "1wk"
+
+
+class SignalStrength(Enum):
+    STRONG_BUY = 2
+    BUY = 1
+    NEUTRAL = 0
+    SELL = -1
+    STRONG_SELL = -2
+
+
+class MarketSession(Enum):
+    SYDNEY = "sydney"
+    TOKYO = "tokyo"
+    LONDON = "london"
+    NEW_YORK = "new_york"
+    OVERLAP_LONDON_NY = "london_ny_overlap"
+
+
+# ── Major Forex Pairs ──────────────────────────────────────────────
+MAJOR_PAIRS = [
+    "EURUSD=X", "GBPUSD=X", "USDJPY=X", "USDCHF=X",
+    "AUDUSD=X", "USDCAD=X", "NZDUSD=X",
+]
+
+CROSS_PAIRS = [
+    "EURGBP=X", "EURJPY=X", "GBPJPY=X", "AUDJPY=X",
+    "EURCHF=X", "CADJPY=X",
+]
+
+# Yahoo Finance symbol mapping for display
+SYMBOL_DISPLAY = {
+    "EURUSD=X": "EUR/USD", "GBPUSD=X": "GBP/USD",
+    "USDJPY=X": "USD/JPY", "USDCHF=X": "USD/CHF",
+    "AUDUSD=X": "AUD/USD", "USDCAD=X": "USD/CAD",
+    "NZDUSD=X": "NZD/USD", "EURGBP=X": "EUR/GBP",
+    "EURJPY=X": "EUR/JPY", "GBPJPY=X": "GBP/JPY",
+    "AUDJPY=X": "AUD/JPY", "EURCHF=X": "EUR/CHF",
+    "CADJPY=X": "CAD/JPY",
+}
+
+
+@dataclass
+class TechnicalConfig:
+    """Technical indicator parameters - carefully tuned for Forex."""
+    # EMA periods (fast/medium/slow for trend detection)
+    ema_fast: int = 9
+    ema_medium: int = 21
+    ema_slow: int = 50
+    ema_trend: int = 200
+
+    # RSI
+    rsi_period: int = 14
+    rsi_overbought: float = 70.0
+    rsi_oversold: float = 30.0
+    rsi_neutral_upper: float = 60.0
+    rsi_neutral_lower: float = 40.0
+
+    # MACD (12, 26, 9 is standard but we validate)
+    macd_fast: int = 12
+    macd_slow: int = 26
+    macd_signal: int = 9
+
+    # Bollinger Bands
+    bb_period: int = 20
+    bb_std: float = 2.0
+
+    # ATR for volatility measurement
+    atr_period: int = 14
+
+    # Stochastic
+    stoch_k: int = 14
+    stoch_d: int = 3
+    stoch_overbought: float = 80.0
+    stoch_oversold: float = 20.0
+
+    # ADX for trend strength
+    adx_period: int = 14
+    adx_strong_trend: float = 25.0
+    adx_very_strong: float = 50.0
+
+    # Ichimoku
+    ichimoku_tenkan: int = 9
+    ichimoku_kijun: int = 26
+    ichimoku_senkou_b: int = 52
+
+    # Volume profile
+    volume_ma_period: int = 20
+
+    # Pivot points lookback
+    pivot_lookback: int = 1
+
+
+@dataclass
+class SignalConfig:
+    """Signal scoring and filtering parameters."""
+    # Minimum confidence to emit a signal (0-100)
+    min_confidence: float = 55.0
+
+    # Weight allocation for composite score
+    weights: Dict[str, float] = field(default_factory=lambda: {
+        "trend": 0.25,          # EMA alignment, ADX
+        "momentum": 0.20,       # RSI, Stochastic, MACD
+        "volatility": 0.15,     # BB position, ATR regime
+        "price_action": 0.15,   # Candlestick patterns, S/R
+        "multi_timeframe": 0.15,# Higher TF confirmation
+        "sentiment": 0.10,      # News/calendar events
+    })
+
+    # Multi-timeframe confirmation requirements
+    mtf_agreement_threshold: int = 2  # out of 3 timeframes must agree
+
+    # Divergence detection sensitivity
+    divergence_lookback: int = 14
+    divergence_min_swing: float = 0.001  # minimum price swing for valid divergence
+
+    # Signal cooldown (prevent over-signalling same direction)
+    cooldown_bars: int = 5
+
+    # Risk management defaults
+    default_risk_pct: float = 1.0  # risk 1% per trade
+    default_rr_ratio: float = 2.0  # 1:2 risk-reward minimum
+
+
+@dataclass
+class NewsConfig:
+    """Economic calendar and sentiment configuration."""
+    # High-impact event currencies
+    tracked_currencies: List[str] = field(default_factory=lambda: [
+        "USD", "EUR", "GBP", "JPY", "CHF", "AUD", "CAD", "NZD"
+    ])
+
+    # Event impact levels to monitor
+    min_impact: str = "medium"  # "low", "medium", "high"
+
+    # Pre-event buffer (minutes before high-impact event = no new signals)
+    pre_event_buffer_minutes: int = 30
+
+    # Post-event volatility window (minutes after event = cautious signals)
+    post_event_buffer_minutes: int = 15
+
+    # News sentiment sources
+    rss_feeds: List[str] = field(default_factory=lambda: [
+        "https://www.forexlive.com/feed/",
+        "https://www.fxstreet.com/rss",
+    ])
+
+
+@dataclass
+class PlatformConfig:
+    """Overall platform configuration."""
+    technical: TechnicalConfig = field(default_factory=TechnicalConfig)
+    signals: SignalConfig = field(default_factory=SignalConfig)
+    news: NewsConfig = field(default_factory=NewsConfig)
+
+    # Default pairs to monitor
+    watch_pairs: List[str] = field(default_factory=lambda: MAJOR_PAIRS)
+
+    # Analysis timeframes (primary + confirmation)
+    primary_timeframe: Timeframe = Timeframe.H1
+    confirmation_timeframes: List[Timeframe] = field(
+        default_factory=lambda: [Timeframe.M15, Timeframe.H4]
+    )
+
+    # Data source
+    data_lookback_days: int = 60  # enough for 200 EMA on H1
+
+    # Dashboard refresh interval (seconds)
+    refresh_interval: int = 300  # 5 minutes
+
+    # Logging
+    log_level: str = "INFO"
+    log_signals_to_file: bool = True
+    signal_log_path: str = "signals.log"