# Configuration file for the agentic AI trading system data_source: type: 'csv' path: 'data/market_data.csv' trading: symbol: 'AAPL' timeframe: '1m' capital: 100000 risk: max_position: 100 max_drawdown: 0.05 execution: broker_api: 'paper' # Options: 'paper', 'alpaca_paper', 'alpaca_live' order_size: 10 delay_ms: 100 success_rate: 0.95 # Alpaca configuration alpaca: api_key: '' # Set via environment variable ALPACA_API_KEY secret_key: '' # Set via environment variable ALPACA_SECRET_KEY paper_trading: true # Use paper trading by default base_url: 'https://paper-api.alpaca.markets' # Paper trading URL live_url: 'https://api.alpaca.markets' # Live trading URL data_url: 'https://data.alpaca.markets' # Market data URL websocket_url: 'wss://stream.data.alpaca.markets/v2/iex' # WebSocket URL account_type: 'paper' # 'paper' or 'live' # Synthetic data generation settings synthetic_data: base_price: 150.0 volatility: 0.02 trend: 0.001 noise_level: 0.005 generate_data: true data_path: 'data/synthetic_market_data.csv' # Logging configuration logging: log_level: 'INFO' log_dir: 'logs' enable_console: true enable_file: true max_file_size_mb: 10 backup_count: 5 # FinRL configuration finrl: algorithm: 'PPO' # PPO, A2C, DDPG, TD3 learning_rate: 0.0003 batch_size: 64 buffer_size: 1000000 learning_starts: 100 gamma: 0.99 tau: 0.005 train_freq: 1 gradient_steps: 1 target_update_interval: 1 exploration_fraction: 0.1 exploration_initial_eps: 1.0 exploration_final_eps: 0.05 max_grad_norm: 10.0 verbose: 1 tensorboard_log: 'logs/finrl_tensorboard' training: total_timesteps: 100000 eval_freq: 10000 save_best_model: true model_save_path: 'models/finrl_best/' inference: use_trained_model: false model_path: 'models/finrl_best/best_model'