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policies.json
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43 lines (43 loc) · 1.73 KB
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{
"computation_policies": {
"_comment_enabled": "Only policies in this list will be available for selection. Remove policies to hide them from users.",
"enabled": [
"RobustProfitFactorPolicy",
"AllHighResLogPFPolicy",
"GatedPerformanceScaledPalPolicy",
"BootStrappedProfitFactorPolicy",
"BootStrappedLogProfitFactorPolicy",
"BootStrappedProfitabilityPFPolicy",
"BootStrappedLogProfitabilityPFPolicy",
"BootStrappedSharpeRatioPolicy",
"GeoMeanPolicy",
"MeanLogReturnPolicy"
],
"default": "BootStrappedLogProfitFactorPolicy",
"groups": {
"recommended": {
"policies": ["BootStrappedProfitFactorPolicy", "BootStrappedLogProfitFactorPolicy", "BootStrappedProfitabilityPFPolicy", "BootStrappedLogProfitabilityPFPolicy"],
"description": "Primary bootstrap-based policies for robust statistical analysis"
},
"basic": {
"policies": ["BootStrappedProfitFactorPolicy", "BootStrappedLogProfitFactorPolicy", "BootStrappedProfitabilityPFPolicy", "BootStrappedLogProfitabilityPFPolicy", "RobustProfitFactorPolicy", "AllHighResLogPFPolicy"],
"description": "Bootstrap and basic profit factor policies for standard analysis"
},
"advanced": {
"policies": ["GatedPerformanceScaledPalPolicy", "BootStrappedSharpeRatioPolicy"],
"description": "Advanced PAL analysis with performance gating and scaling"
},
"experimental": {
"policies": [],
"description": "Experimental policies for testing new approaches"
}
}
},
"policy_settings": {
"show_descriptions": true,
"allow_multiple_selection": false,
"sort_by": "category",
"filter_experimental": false,
"interactive_mode": true
}
}