Harwinder Sekhon
1bc48915bd
Ported from feature/eurusd-support: PAIR_PRODUCERS registry with make_config() factories per pair. xauusd.make_config is a pure PlatformConfig-defaults wrapper (equality with the inline construction is enforced by test); eurusd.make_config carries the donor branch's regime weights and gates as a pre-realism baseline. Adds 4 registry tests. 154/154 pass.
101 lines
3.4 KiB
Python
101 lines
3.4 KiB
Python
"""EUR/USD signal producer config.
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Ported from feature/eurusd-support. All tuned values here are a
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pre-realism baseline (tuned before spread charging and next-open fills)
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and are re-tuned against the realistic backtester at 1-pip round-trip
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cost — see EurUsdStrategyConfig in config.py.
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"""
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from typing import Optional, List
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from config import PlatformConfig, Timeframe, EURUSD
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_CONFIRMATIONS = {
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Timeframe.M5: [Timeframe.M15, Timeframe.H1],
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Timeframe.M15: [Timeframe.M5, Timeframe.H1],
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Timeframe.H1: [Timeframe.M15, Timeframe.H4],
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Timeframe.H4: [Timeframe.H1, Timeframe.D1],
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}
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_TRENDING = {
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"ema_trend": 2.0, "rsi": 1.0, "macd": 2.0,
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"bollinger": 0.5, "keltner": 1.0, "roc": 1.5,
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"candlestick": 0.5, "divergence": 2.0, "adx": 1.0,
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}
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EUR_REGIME_WEIGHTS = {
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"trending_up": _TRENDING,
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"trending_down": _TRENDING,
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"trending": _TRENDING,
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"ranging": {
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"ema_trend": 0.3, "rsi": 2.0, "macd": 1.0,
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"bollinger": 2.0, "keltner": 1.5, "roc": 0.5,
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"candlestick": 0.8, "divergence": 2.5, "adx": 0.5,
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},
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"transitioning": {
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"ema_trend": 1.5, "rsi": 1.5, "macd": 2.0,
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"bollinger": 1.0, "keltner": 1.5, "roc": 2.0,
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"candlestick": 0.8, "divergence": 2.0, "adx": 1.0,
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},
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}
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_M5_TRENDING = {
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"ema_trend": 1.5, "rsi": 1.0, "macd": 2.5,
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"bollinger": 0.5, "keltner": 2.0, "roc": 2.0,
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"candlestick": 0.3, "divergence": 1.0, "adx": 1.0,
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}
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M5_REGIME_WEIGHTS = {
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"trending_up": _M5_TRENDING,
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"trending_down": _M5_TRENDING,
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"trending": _M5_TRENDING,
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"ranging": {
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"ema_trend": 0.3, "rsi": 1.5, "macd": 1.5,
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"bollinger": 1.5, "keltner": 2.0, "roc": 1.0,
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"candlestick": 0.3, "divergence": 1.5, "adx": 0.5,
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},
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"transitioning": {
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"ema_trend": 1.0, "rsi": 1.0, "macd": 2.5,
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"bollinger": 0.5, "keltner": 2.5, "roc": 2.0,
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"candlestick": 0.3, "divergence": 1.0, "adx": 1.0,
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},
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}
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def make_config(
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primary_tf: Timeframe,
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confirmation_tfs: Optional[List[Timeframe]] = None,
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) -> PlatformConfig:
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config = PlatformConfig()
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config.symbol = EURUSD
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config.display_name = "EUR/USD"
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config.pip_value = 0.0001
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config.primary_timeframe = primary_tf
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config.confirmation_timeframes = (
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confirmation_tfs or _CONFIRMATIONS.get(primary_tf, [Timeframe.M15, Timeframe.H4])
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)
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# XAU gates are display-gated in the aggregator; disabling here is
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# belt-and-braces so no gold logic can ever fire on an EUR config.
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config.xau_strategy.enabled = False
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config.backtest.session_start_hour = 7
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config.backtest.session_end_hour = 20
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config.backtest.blocked_hours_utc = [22, 23, 0, 1, 2, 3]
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config.backtest.allowed_weekdays = [0, 1, 2, 3, 4]
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if primary_tf == Timeframe.M5:
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config.technical.regime_weights_override = M5_REGIME_WEIGHTS
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config.technical.swing_sr_lookback = 20
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config.eur_strategy.sl_atr_floor = 0.7
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config.eur_strategy.sl_atr_multiplier = 0.3
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config.eur_strategy.min_quality_grades = ["A+", "A", "B"]
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config.eur_strategy.min_entry_score = 35.0
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config.eur_strategy.min_entry_confidence = 50.0
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config.eur_strategy.blocked_vol_regimes = ["high"]
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config.eur_strategy.min_indicator_agreement = 6
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config.backtest.blocked_hours_utc = [22, 23, 0, 1, 2, 3, 4, 6, 9, 11, 19, 21]
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else:
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config.technical.regime_weights_override = EUR_REGIME_WEIGHTS
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return config
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