config.yaml

# Futu OpenAPI Configuration
futu:
  host: "localhost"
  port: 11111
  quote_ctx_timeout: 30
  trade_ctx_timeout: 30
  retry_count: 3

# Backtesting Configuration
backtest:
  initial_capital: 100000.0
  commission: 0.001
  slippage: 0.0001

# Data Configuration
data:
  storage:
    type: "sqlite"  # Options: sqlite, csv, memory
    db_path: "data/market_data.db"
    cache_size: 1000
  timeframes:
    - "1m"
    - "3m"
    - "5m"
    - "15m"
    - "30m"
    - "60m"
    - "2h"
    - "4h"
    - "day"
    - "week"
    - "mon"

# Strategy Default Parameters
strategy:
  moving_average_cross:
    short_window: 20
    long_window: 50
    min_volume: 1000000
  
  rsi:
    period: 14
    overbought: 70
    oversold: 30

  macd:
    fast_period: 12
    slow_period: 26
    signal_period: 9

  btse:
    lookback_period: 25
    breakthrough_threshold: 3
    ma_period: 2
    momentum_period: 3
    support_period: 9

  leg:
    ma_period: 17
    vol_period: 88
    rsi_period: 9
    pattern_lookback: 120

# Logging Configuration
logging:
  level: "INFO"  # DEBUG, INFO, WARNING, ERROR, CRITICAL
  file: "logs/backtest.log"
  format: "%(asctime)s - %(name)s - %(levelname)s - %(message)s"