QuantMuse/config.example.json at main · zhoulingdi/QuantMuse · GitHub

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{
  "database": {
    "type": "sqlite",
    "path": "data/trading_system.db",
    "postgresql": {
      "host": "localhost",
      "port": 5432,
      "database": "trading_system",
      "username": "your_username",
      "password": "your_password"
    }
  },
  "redis": {
    "host": "localhost",
    "port": 6379,
    "password": "",
    "db": 0
  },
  "api_keys": {
    "binance": {
      "api_key": "your_binance_api_key",
      "secret_key": "your_binance_secret_key",
      "testnet": false
    },
    "openai": {
      "api_key": "your_openai_api_key",
      "model": "gpt-4",
      "max_tokens": 1000
    },
    "alpha_vantage": {
      "api_key": "your_alpha_vantage_api_key"
    },
    "yahoo": {
      "api_key": "your_yahoo_api_key"
    }
  },
  "trading": {
    "default_commission": 0.001,
    "default_slippage": 0.0005,
    "max_position_size": 0.1,
    "max_leverage": 2.0,
    "max_drawdown": 0.2,
    "daily_loss_limit": 0.05
  },
  "risk_management": {
    "var_confidence": 0.95,
    "max_concentration": 0.3,
    "min_liquidity": 1000000,
    "max_volatility": 0.5
  },
  "data": {
    "default_lookback_days": 252,
    "update_frequency": 60,
    "cache_duration": 3600,
    "max_data_points": 10000
  },
  "logging": {
    "level": "INFO",
    "file": "logs/trading_system.log",
    "max_size": "10MB",
    "backup_count": 5
  },
  "web": {
    "host": "0.0.0.0",
    "port": 8000,
    "debug": false,
    "cors_origins": ["http://localhost:3000"]
  },
  "dashboard": {
    "port": 8501,
    "theme": "light",
    "auto_refresh": true,
    "refresh_interval": 30
  },
  "notifications": {
    "email": {
      "enabled": false,
      "smtp_server": "smtp.gmail.com",
      "smtp_port": 587,
      "username": "your_email@gmail.com",
      "password": "your_app_password"
    },
    "slack": {
      "enabled": false,
      "webhook_url": "your_slack_webhook_url"
    },
    "telegram": {
      "enabled": false,
      "bot_token": "your_telegram_bot_token",
      "chat_id": "your_chat_id"
    }
  },
  "backtesting": {
    "default_initial_capital": 100000,
    "default_commission": 0.001,
    "default_slippage": 0.0005,
    "benchmark": "SPY"
  },
  "strategies": {
    "momentum": {
      "lookback_period": 20,
      "momentum_threshold": 0.05,
      "max_positions": 20
    },
    "value": {
      "pe_ratio_max": 25,
      "pb_ratio_max": 3,
      "roe_min": 0.15
    },
    "mean_reversion": {
      "lookback_period": 20,
      "std_dev_threshold": 2.0,
      "reversion_threshold": 0.02
    }
  },
  "ai": {
    "llm_provider": "openai",
    "model": "gpt-4",
    "temperature": 0.7,
    "max_tokens": 1000,
    "enable_sentiment_analysis": true,
    "enable_strategy_recommendation": true
  }
}