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| """Configuration constants β 100% aligned with latest cleaned V5 notebook""" | |
| from pathlib import Path | |
| # V5 Strategy Parameters (from notebook) | |
| HORIZON_HOURS = 8 | |
| MODEL_STEP_HOURS = 8 | |
| COST_V5 = 0.0030 | |
| BRT = 0.05 # 30d return threshold | |
| BVF = 0.75 # volume/volatility percentile floor | |
| BK5 = 1.0 # base K multiplier | |
| REGIME_ROUTING = True | |
| REGIME_SPLIT_THRESH = 0.05 | |
| # Model settings | |
| MODEL_TASK = "classification" | |
| CLASSIFICATION_EDGE_SCALE = 0.006 | |
| # Paths | |
| BASE_DIR = Path(__file__).parent.parent | |
| MODEL_PATH = BASE_DIR / "model_export" / "v5_lgbm_24h_dualfilter.joblib" | |
| # Data & Exchange | |
| SYMBOL = "ETH/USDT" | |
| TIMEFRAME = "1h" # We fetch hourly, then resample to 8h inside features | |
| EXCHANGE = "binance" | |
| # Hugging Face (change to your username/repo) | |
| HF_REPO_ID = "yourusername/eth-v5-model" # β update this | |
| print("β V5 Config loaded (latest notebook version)") | |