config-sample-v0.5.0.json

{
  "api_key": "<binance-key>",
  "api_secret": "<binance-secret>",

  "telegram_bot_token": "<token>",
  "telegram_chat_id": "<chat-id-to-publish-messages>",

  "data_folder": "C:/DATA_ITB",

  // === DOWNLOAD AND MERGE ===

  "symbol": "BTCUSDT",

  "data_sources": [
    {"folder": "BTCUSDT", "file": "klines", "column_prefix": ""}
  ],

  // === GENERATE FEATURES ===

  "feature_sets": [
      {"column_prefix": "", "generator": "binance_main", "feature_prefix": ""}
  ],
  "base_window": 360,
  "averaging_windows": [1, 10, 60],
  "area_windows": [10, 60],

  // === LABELS ===

  "label_sets": [
      {"column_prefix": "", "generator": "highlow", "feature_prefix": ""}
  ],
  "highlow_horizon": 60,

  // === TRAIN ===

  "label_horizon": 60,
  "train_length": 262800,

  "train_features": [
      "close_1", "close_10", "close_60",
      "close_std_10", "close_std_60",
      "volume_1", "volume_10", "volume_60",
      "span_1", "span_10", "span_60",
      "trades_1", "trades_10", "trades_60",
      "tb_base_1", "tb_base_10", "tb_base_60",
      "close_area_10", "close_area_60",
      "close_trend_10", "close_trend_60",
      "volume_trend_10", "volume_trend_60"
  ],

  "labels": [
      "high_10", "high_15", "high_20", "high_25", "high_30",
      "low_10", "low_15", "low_20", "low_25", "low_30"
  ],

  "algorithms": ["lc"],

  "features_horizon": 10180,

  // === AGGREGATION AND POST-PROCESSING ===

  "score_aggregation": {
      "buy_labels": ["high_10_lc", "high_15_lc", "high_20_lc"],
      "sell_labels": ["low_10_lc", "low_15_lc", "low_20_lc"],

      "trade_score": "trade_score",

      "point_threshold": null,
      "window": 3,
      "combine": "",
      "coefficient": 1.0,
      "constant": 0.0
  },

  // === SIGNAL RULES FOR TRADING ===

  "signal_model": {
      "rule_type": "",

      "buy_signal_threshold": 0.1,
      "sell_signal_threshold": -0.1,

      "buy_notify_threshold": 0.05,
      "sell_notify_threshold": -0.05,

      "trade_icon_step": 0.1,
      "notify_frequency_minutes": 10
  },

  "train_signal_model": {
      "buy_sell_equal": false,

      "grid": {
          "buy_signal_threshold": [0.1, 0.2, 0.3],
          "sell_signal_threshold": [-0.1, -0.2, -0.3]
      }
    }
}