# Donchian Breakout + ATR Trailing Stop Stratejisi Konfigürasyonu
# Veri Ayarları
data:
  symbol: "BTCUSDT"
  timeframe: "1h"
  start_date: "2023-01-01"
  end_date: "2024-01-01"
  exchange: "binance"
  data_dir: "data/storage"

# Strateji Parametreleri
strategy:
  donchian_period: 89 # Robustness Winner
  atr_period: 14
  stop_loss_atr_multiplier: 3.0 # Robustness Winner
  trailing_stop_active: false # Robustness Winner
  
  # Filtreler
  # Filtreler (Ablation: Base/Disabled is better)
  adx_filter_active: false
  adx_threshold: 20
  
  # Yeni Özellikler
  breakout_strength_threshold: 0.0 # Base setup is more robust
  stop_cooldown_bars: 12 # Stop sonrası N bar bekle
  stop_cooldown_trail: 3 # Trail stop sonrası N bar bekle
  
  volatility_filter_active: false
  volatility_threshold: 0.01

# ML Filtresi (Yeni)
ml:
  enabled: false # run_backtest.py --ml_on ile override edilir
  model_path: "ml_model.pkl"
  horizon_bars: 48 # 2 gün (1h)
  tp_r_multiple: 1.0
  model: "lightgbm" # veya "randomforest"
  train_days: 180
  valid_days: 30
  
  threshold_offset: 0.10 # Sensitivity Winner (Sweet Spot)
  
  # Guard Settings (Fold Rescue)
  guard_enabled: true
  guard_min_signals_before_eval: 5 # Yeterli veri olmadan karar verme
  guard_min_take_rate: 0.10     # Base take rate bunun altındaysa guard aç
  guard_top_k: 3                # Fold başına max rescue sayısı
  guard_quantile: 0.70          # En iyi %30 (Prob dağılımı 70. persentil üstü)
  guard_floor: 0.30             # Min prob floor (0.30 altı asla alınmaz)
  guard_hist_maxlen: 500        # Prob geçmişi sığası
  guard_debug: false            # Detaylı loglama (Prod: false)
  
# Risk Yönetimi
risk:
  risk_per_trade: 0.005 # %0.5 sermaye riski
  max_daily_loss: 0.03 # %3
  max_drawdown_limit: 0.10 # %10
  leverage: 1 # Futures için kaldıraç
  max_open_positions: 1

# Backtest Ayarları
backtest:
  initial_capital: 10000
  commission_futures_maker: 0.0002
  commission_futures_taker: 0.0004
  commission_spot_maker: 0.001
  commission_spot_taker: 0.001
  slippage_bps: 2
  funding_rate_model: false
  mode: "A" # A: Sinyal on Close -> Enter on Open (Next Bar) | B: Sinyal on Close -> Enter on Close (Same Bar)

# Loglama
logging:
  level: "INFO"