| """
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| ============================================================
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| AI Dynamic Portfolio Management System
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| Project Configuration
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| ============================================================
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| Author : Vansh Putalu
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| Version : 2.0
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| Purpose : Global configuration shared across all notebooks
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| """
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| import os
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| PROJECT_ROOT = os.path.dirname(os.path.abspath(__file__))
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| DATA_PATH = os.path.join(PROJECT_ROOT, "data")
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| RAW_PATH = os.path.join(DATA_PATH, "raw")
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| PROCESSED_PATH = os.path.join(DATA_PATH, "processed")
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| FEATURE_PATH = os.path.join(DATA_PATH, "features")
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| MODEL_PATH = os.path.join(PROJECT_ROOT, "models")
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| RESULT_PATH = os.path.join(PROJECT_ROOT, "results")
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| IMAGE_PATH = os.path.join(RESULT_PATH, "figures")
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| REPORT_PATH = os.path.join(PROJECT_ROOT, "reports")
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| STOCK_PATH = os.path.join(RAW_PATH, "stocks")
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| MARKET_PATH = os.path.join(RAW_PATH, "market")
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| MACRO_PATH = os.path.join(RAW_PATH, "macro")
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| SECTOR_PATH = os.path.join(RAW_PATH, "sector")
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| METADATA_PATH = os.path.join(RAW_PATH, "metadata")
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| DIRECTORIES = [
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| DATA_PATH,
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| RAW_PATH,
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| PROCESSED_PATH,
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| FEATURE_PATH,
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| MODEL_PATH,
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| RESULT_PATH,
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| IMAGE_PATH,
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| REPORT_PATH,
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| STOCK_PATH,
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| MARKET_PATH,
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| MACRO_PATH,
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| SECTOR_PATH,
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| METADATA_PATH
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| ]
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| for directory in DIRECTORIES:
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| os.makedirs(directory, exist_ok=True)
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| START_DATE = "2008-01-01"
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| END_DATE = "2026-12-31"
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| RANDOM_STATE = 42
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| TRAIN_RATIO = 0.80
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| TRADING_DAYS = 252
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| TARGET_HORIZONS = [5, 10]
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| DEFAULT_TARGET = "Target_5D"
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| TARGET_TYPE = "Regression"
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| INITIAL_CAPITAL = 100000
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| MONTHLY_SIP = 10000
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| REBALANCE_FREQUENCY = 5
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| MAX_STOCK_WEIGHT = 0.30
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| MIN_STOCK_WEIGHT = 0.00
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| ASSETS = {
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| "TCS":{
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| "ticker":"TCS.NS",
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| "sector":"IT"
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| },
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| "Infosys":{
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| "ticker":"INFY.NS",
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| "sector":"IT"
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| },
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| "HDFC_Bank":{
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| "ticker":"HDFCBANK.NS",
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| "sector":"Banking"
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| },
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| "ICICI_Bank":{
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| "ticker":"ICICIBANK.NS",
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| "sector":"Banking"
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| },
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| "Reliance":{
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| "ticker":"RELIANCE.NS",
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| "sector":"Energy"
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| },
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| "ONGC":{
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| "ticker":"ONGC.NS",
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| "sector":"Energy"
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| },
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| "ITC":{
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| "ticker":"ITC.NS",
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| "sector":"FMCG"
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| },
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| "Hindustan_Unilever":{
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| "ticker":"HINDUNILVR.NS",
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| "sector":"FMCG"
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| },
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| "Sun_Pharma":{
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| "ticker":"SUNPHARMA.NS",
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| "sector":"Pharma"
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| },
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| "Cipla":{
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| "ticker":"CIPLA.NS",
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| "sector":"Pharma"
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| }
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| }
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| ALL_STOCKS = list(ASSETS.keys())
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| MARKET_INDICES = {
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| "NIFTY50":"^NSEI",
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| "BANKNIFTY":"^NSEBANK",
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| "INDIA_VIX":"^INDIAVIX"
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| }
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| GLOBAL_MACRO = {
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| "NASDAQ":"^IXIC",
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| "SP500":"^GSPC",
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| "DOWJONES":"^DJI",
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| "USDINR":"INR=X",
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| "DXY":"DX-Y.NYB",
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| "Crude_Oil":"CL=F",
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| "Gold":"GC=F",
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| "Silver":"SI=F",
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| "Copper":"HG=F"
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| }
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| SECTOR_INDICES = {
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| "NIFTY_IT":"^CNXIT",
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| "NIFTY_PHARMA":"^CNXPHARMA",
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| "NIFTY_FMCG":"^CNXFMCG",
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| "NIFTY_ENERGY":"^CNXENERGY",
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| "NIFTY_BANK":"^NSEBANK"
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| }
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| TOTAL_STOCKS = len(ASSETS)
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| TOTAL_MARKET = len(MARKET_INDICES)
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| TOTAL_MACRO = len(GLOBAL_MACRO)
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| TOTAL_SECTOR = len(SECTOR_INDICES)
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| TOTAL_DOWNLOADS = (
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| TOTAL_STOCKS +
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| TOTAL_MARKET +
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| TOTAL_MACRO +
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| TOTAL_SECTOR
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| )
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| RISK_MAPPING = {
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| "Conservative": 0,
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| "Moderate": 1,
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| "Aggressive": 2
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| }
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| HORIZON_MAPPING = {
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| "5 Days": 5,
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| "10 Days": 10
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| }
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| MODEL_FOLDER = "models"
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| PPO_PATH = "models/ppo_dynamic_allocator_final300"
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| MODEL_5D = "models/Target_Return_5D"
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| MODEL_10D = "models/Target_Return_10D"
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| PRICE_DATA = "models/price_data.pkl"
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| RL_FEATURE_DATA = "models/rl_feature_data.pkl"
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| CORRELATION_MATRIX = "models/correlation_matrix.pkl"
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| DEFAULT_BUDGET = 500000 |
