# Trading configuration
TOTAL_CASH=100000
MARKET_TYPE=spot          # spot or swap

# Risk control
# Safety floors — violations mean the strategy is unsafe, log as 'discard'
MAX_DRAWDOWN_LIMIT=-20    # max drawdown must stay above this % (e.g. -20 means no worse than -20%)
MAX_LEVERAGE_LIMIT=5.0    # hard limit: train.py raises an error if MAX_LEVERAGE exceeds this

# Profit optimization targets
# Layer 1 — statistical validity (checked first; failing means all other metrics are unreliable)
MIN_NUM_TRADES=30         # minimum number of trades (sample size)
MIN_EXPOSURE_PCT=5.0      # minimum % of time the strategy holds a position

# Layer 2 — risk-adjusted return (the institutional standard)
MIN_SHARPE_RATIO=1.0      # annualised return / volatility (comparable across any backtest period)
MIN_CALMAR_RATIO=1.0      # annualised return / max drawdown (reward per unit of worst-case risk)

# Data source
EXCHANGE_ID=binance
SYMBOL=BTC/USDT
START_DATE=2023-01-01
END_DATE=                 # leave blank for up to today

# Optional crypto data config
CRYPTO_CACHE_DIR=./data
CRYPTO_FETCH_MAX_RETRIES=

# Optional network config
CRYPTO_HTTP_PROXY=

# Optional exchange credentials
CRYPTO_API_KEY=
CRYPTO_API_SECRET=
CRYPTO_API_PASSWORD=