QuantMiroFish/config.py at main · workimdev/QuantMiroFish · GitHub

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"""QuantMiroFish 설정 상수"""

# Tickers
TICKER = "SPY"
BENCHMARK_TICKER = "^GSPC"

# Data
DATA_PERIOD = "max"
DATA_INTERVAL = "1d"

# Moving Averages
SMA_SHORT = 50
SMA_LONG = 200
EMA_SHORT = 12
EMA_LONG = 26

# RSI
RSI_WINDOW = 14
RSI_OVERBOUGHT = 70
RSI_OVERSOLD = 30

# MACD
MACD_FAST = 12
MACD_SLOW = 26
MACD_SIGNAL = 9

# Bollinger Bands
BB_WINDOW = 20
BB_STD = 2
BB_SQUEEZE_THRESHOLD = 0.05

# Volatility
ATR_WINDOW = 14

# Momentum
STOCH_WINDOW = 14
ROC_WINDOW = 12

# Volume
VOLUME_SMA_WINDOW = 20

# Ensemble weights
ANALYST_WEIGHTS = {
    "macro": 0.35,
    "technical": 0.40,
    "sentiment": 0.25,
}

# Signal threshold for position
SIGNAL_THRESHOLD = 0.2

# Backtester
INITIAL_CAPITAL = 100_000.0
COMMISSION_PCT = 0.001
RISK_FREE_RATE = 0.04
TRADING_DAYS_PER_YEAR = 252

# Output
SHOW_CHARTS = True
CSV_CACHE_DIR = "cache"