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config.yaml
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63 lines (55 loc) · 1.81 KB
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token_stream:
data_file_path: "data/mock_token_streams/sample.txt"
token_interval_ms: 10
buffer_size: 1024
use_memory_stream: true
dedup_ttl_ms: 0 # 0 = auto (10× token_interval_ms); set > 0 to override
trading:
bias_sensitivity: 1.0
volatility_sensitivity: 1.0
signal_decay_rate: 0.95
signal_cooldown_us: 1000
max_signal_age_us: 0.0
min_bias_threshold: 0.0
max_accumulated_bias: 0.0
latency:
target_latency_us: 10
sample_window: 1000
enable_profiling: true
logging:
log_file_path: "logs/metrics.log"
format: "CSV"
enable_console: true
flush_interval_ms: 100
metrics:
stats_port: 9100
bind_address: "0.0.0.0"
pressure:
max_ingestion_rate_tps: 50
backoff_scale_factor: 5.0
# --- Risk thresholds (production gate values, hot-reloadable) ---
risk_thresholds:
max_bias_magnitude: 2.0
max_volatility_magnitude: 2.0
max_spread_magnitude: 0.5
min_confidence: 0.1
max_signals_per_second: 500
max_drawdown: 10.0
drawdown_window_s: 60
position_warn_fraction: 0.8
# --- Risk gate overrides (all false by default; set true for testing only) ---
# risk:
# disable_magnitude_gate: false
# disable_confidence_gate: false
# disable_rate_gate: false
# disable_drawdown_gate: false
# disable_position_gate: false
# --- Semantic weight multipliers (hot-reloadable via config watch) ---
# Each multiplier scales the corresponding SemanticWeight field after dictionary
# lookup and before the weight is forwarded to TradeSignalEngine.
# Values of 1.0 leave the raw dictionary weights unchanged (default).
semantic_weights:
sentiment_multiplier: 1.0 # scale sentiment_score (e.g. 0.5 to halve, 2.0 to double)
confidence_multiplier: 1.0 # scale confidence_score
volatility_multiplier: 1.0 # scale volatility_score
bias_multiplier: 1.0 # scale directional_bias