config.json

{
  "data": {
    "tickers": {
      "gold": "GC=F",
      "silver": "SI=F",
      "dxy": "DX-Y.NYB",
      "vix": "^VIX",
      "sp500": "^GSPC",
      "oil": "CL=F",
      "copper": "HG=F",
      "tnx": "^TNX",
      "btc": "BTC-USD"
    },
    "start": null,
    "end": null,
    "interval": "1d",
    "raw_dir": "data/raw",
    "processed_dir": "data/processed",
    "use_fred": false,
    "fred_series": {}
  },
  "features": {
    "lags": [
      1,
      2,
      3,
      5,
      10,
      20,
      60
    ],
    "windows": [
      5,
      10,
      20,
      60
    ],
    "min_history": 60,
    "include_current_returns": true,
    "include_ohlc_features": true,
    "include_calendar_features": true
  },
  "backtest": {
    "transaction_cost_bps": 10.0,
    "annualization": 252,
    "signal_threshold": 0.0
  },
  "search": {
    "test_fraction": 0.2,
    "n_splits": 5,
    "validation_window": 126,
    "gap": 1,
    "random_state": 42,
    "n_jobs": 1,
    "max_trials": 16,
    "include_xgboost": true,
    "include_foundation_models": false
  }
}