Files
ForexBot2/config.py
T
harwinder 89030c96b6 Backtest tuning, data freshness guard, Telegram improvements
- Drop USD/JPY from scan pairs (zero signals across all timeframes)
- Disable divergence indicator (zero impact in 14-config lab test)
- Parallelize evaluate.py with ProcessPoolExecutor (16 cores)
- Add --pair CLI filter to evaluate.py for single-pair backtests
- Add data freshness guard: stale cache auto-invalidated, primary TF
  stale data suppresses signals to prevent trading on old data
- Add /cache command: shows fetch age and last bar per pair/TF
- Add /clearcache command: wipes in-memory cache for fresh API fetch
- Remove BB from WebSocket breach alerts (keep structural levels only)
- Show live prices only for WS-monitored pairs (EUR/USD, XAU/USD)
- Replace arrow emojis with text tags in indicator lines
2026-05-12 22:56:55 -04:00

180 lines
4.7 KiB
Python
Executable File

"""
ForexBot2 — Configuration
==========================================
"""
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"
# ── Supported pairs ──────────────────────────────────────────────
USDJPY = "USDJPY=X"
EURUSD = "EURUSD=X"
GBPUSD = "GBPUSD=X"
XAUUSD = "XAU/USD"
PAIR_INFO = {
USDJPY: {"display": "USD/JPY", "pip_value": 0.01, "is_jpy_pair": True},
EURUSD: {"display": "EUR/USD", "pip_value": 0.0001, "is_jpy_pair": False},
GBPUSD: {"display": "GBP/USD", "pip_value": 0.0001, "is_jpy_pair": False},
XAUUSD: {"display": "XAU/USD", "pip_value": 0.10, "is_jpy_pair": False},
}
# Defaults (kept for backward compat)
DISPLAY = "USD/JPY"
PIP_VALUE = 0.01
@dataclass
class TechnicalConfig:
"""Technical indicator parameters."""
ema_fast: int = 9
ema_medium: int = 21
ema_slow: int = 50
ema_trend: int = 200
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_fast: int = 12
macd_slow: int = 26
macd_signal: int = 9
bb_period: int = 20
bb_std: float = 2.0
atr_period: int = 14
adx_period: int = 14
adx_strong_trend: float = 25.0
adx_very_strong: float = 50.0
divergence_lookback: int = 14
swing_sr_lookback: int = 50
disabled_indicators: List[str] = field(default_factory=lambda: ["divergence"])
ema_mode: str = "4ema" # "4ema" (9/21/50/200) or "2ema" (50/200)
rsi_mode: str = "classic" # "classic" or "regime_aware"
macd_as_pillar: bool = False # promote MACD histogram to scored signal
regime_weights_override: Dict[str, Dict[str, float]] = field(default_factory=dict)
@dataclass
class SignalConfig:
"""Signal scoring & filtering."""
min_confidence: float = 55.0
weights: Dict[str, float] = field(default_factory=lambda: {
"ema_trend": 1.0,
"rsi": 1.5,
"bollinger": 1.5,
"candlestick": 1.0,
"divergence": 1.5,
})
mtf_agreement_threshold: int = 2 # of 3 timeframes
cooldown_bars: int = 5
default_risk_pct: float = 1.0
default_rr_ratio: float = 2.0
atr_sl_multiplier: float = 1.5
min_rr_ratio: float = 1.2
@dataclass
class NewsConfig:
"""Economic calendar & sentiment."""
tracked_currencies: List[str] = field(default_factory=lambda: ["USD", "JPY", "EUR", "GBP", "XAU"])
min_impact: str = "medium"
pre_event_buffer_minutes: int = 30
post_event_buffer_minutes: int = 15
rss_feeds: List[str] = field(default_factory=lambda: [
"https://www.forexlive.com/feed/",
"https://www.fxstreet.com/rss",
])
@dataclass
class FilterConfig:
"""Regime and session filters for live signals."""
regime_filter: bool = False
regime_filter_timeframe: Timeframe = Timeframe.H4
regime_filter_min_adx: float = 25.0
session_filter: bool = True
session_start_hour: int = 7
session_end_hour: int = 16
blocked_hours_utc: List[int] = field(default_factory=lambda: [0, 1, 2, 5, 6, 8, 12, 13, 14, 15, 16, 17, 21, 22, 23])
sell_filter: bool = True
sell_allowed_pairs: List[str] = field(default_factory=lambda: ["XAU/USD"])
@dataclass
class PlatformConfig:
"""Top-level configuration."""
technical: TechnicalConfig = field(default_factory=TechnicalConfig)
signals: SignalConfig = field(default_factory=SignalConfig)
news: NewsConfig = field(default_factory=NewsConfig)
backtest: FilterConfig = field(default_factory=FilterConfig)
symbol: str = USDJPY
display_name: str = DISPLAY
pip_value: float = PIP_VALUE
primary_timeframe: Timeframe = Timeframe.H1
confirmation_timeframes: List[Timeframe] = field(
default_factory=lambda: [Timeframe.M15, Timeframe.H4]
)
data_lookback_days: int = 60
twelve_data_api_key: str = "f563b22ffdfd4924955decbe1a8c8701"
refresh_interval: int = 300
scan_pairs: List[str] = field(
default_factory=lambda: [EURUSD, GBPUSD, XAUUSD]
)
scan_timeframes: List[Timeframe] = field(
default_factory=lambda: [Timeframe.M5, Timeframe.M15, Timeframe.H1, Timeframe.H4]
)
candle_buffer_seconds: int = 10
ws_cooldown_seconds: int = 300
log_level: str = "INFO"