Add shared utilities and config

config/pattern_knn_config.json

@@ -0,0 +1,35 @@
+{
+  "db": {
+    "stored_proc": "opt_RendimentoGiornaliero1_ALL",
+    "n_bars": 1305,
+    "ptf_curr": "EUR"
+  },
+  "pattern": {
+    "wp": 60,
+    "ha": 10,
+    "knn_k": 25,
+    "theta": 0.005,
+    "embargo": null
+  },
+  "tagging": {
+    "z_rev": 2.0,
+    "z_vol": 2.0,
+    "std_comp_pct": 0.15
+  },
+  "ranking": {
+    "top_n_max": 15,
+    "rp_max_weight": 0.1333333333
+  },
+  "signals": {
+    "sl_bps": 300.0,
+    "tp_bps": 800.0,
+    "trail_bps": 300.0,
+    "time_stop_bars": 20,
+    "theta_exit": 0.0,
+    "weak_days_exit": null,
+    "max_open": 15,
+    "base_capital_per_strategy": 100.0,
+    "min_trade_notional": 0.01,
+    "risk_parity_lookback": 60
+  }
+}