hyperliquid:
  base_url: "https://api.hyperliquid.xyz"
  info_endpoint: "/info"
  ws_url: "wss://api.hyperliquid.xyz/ws"

backtest:
  initial_capital: 100000.0
  commission_bps: 2.0          # 0.02% taker fee (Hyperliquid)
  slippage_bps: 1.0
  risk_free_rate: 0.05         # 5% annualized (T-bills)
  max_position_pct: 0.25       # max 25% of capital per position
  max_drawdown_pct: 0.15       # kill switch at 15% drawdown

cache:
  dir: ".cache"
  ttl_hours: 6