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data_config.yaml
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43 lines (38 loc) · 874 Bytes
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# PREDIX Data Configuration
#
# This file configures the data sources and paths for EUR/USD trading.
# Adjust paths and settings to match your environment.
# Data source configuration
data_source:
type: "qlib" # Options: qlib, csv, api
provider: "eurusd_1min"
# Data paths
paths:
qlib_data_dir: "~/.qlib/qlib_data/eurusd_1min_data"
raw_data_dir: "data_raw"
cache_dir: ".cache"
# Instrument configuration
instrument:
symbol: "EURUSD"
timeframe: "1min"
sessions:
asian:
start: "00:00"
end: "08:00"
london:
start: "08:00"
end: "16:00"
ny:
start: "13:00"
end: "21:00"
overlap:
start: "13:00"
end: "16:00"
# Trading costs
costs:
spread_bps: 1.5 # Average spread in basis points
commission_bps: 0.0 # Commission (if any)
# Data range
date_range:
start: "2020-01-01"
end: "2026-03-20"