diff --git a/backend/src/stocksweeper/defaults.toml b/backend/src/stocksweeper/defaults.toml index 349c045..da96127 100644 --- a/backend/src/stocksweeper/defaults.toml +++ b/backend/src/stocksweeper/defaults.toml @@ -1,49 +1,4 @@ data_dir = ".local/research" -[market] -tickers = ["IREN", "CIFR", "WULF", "NBIS"] -interval = "1d" -overlap_bars = 5 - [market.start_dates] WULF = 2021-12-13 - -[backtest] -initial_capital = 100000 -fees = 0.001 -slippage = 0.001 -periods_per_year = 252 - -[validation] -train = 0.6 -validation = 0.2 -test = 0.2 -limited_history_bars = 750 -limited_train = 0.5 -limited_validation = 0.25 -limited_test = 0.25 -wf_folds = 5 - -[generator] -max_strategies = 20000 -seed = 7 - -[gates] -min_trades = 20 -min_val_trades = 5 -max_drawdown = 0.60 -min_degradation = 0.4 -min_stability = 0.5 - -[robustness.weights] -sharpe = 0.25 -cagr = 0.15 -max_drawdown = 0.15 -profit_factor = 0.10 -trade_sufficiency = 0.10 -walk_forward = 0.15 -stability = 0.10 - -[cross_ticker] -penalty_k = 0.5 -min_tickers = 4