{
  "db": {
    "stored_proc": "opt_RendimentoGiornaliero1_ALL",
    "n_bars": 1260,
    "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": {
    "_comment": "Parametri di default (Equal_Weight, Risk_Parity). Le strategie _v2 hanno override in 'strategies'.",
    "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,
    "decision_every": 1,
    "min_holding_bars": 0
  },
  "strategies": {
    "_comment": "Strategie operative. Ognuna pu\u00f2 sovrascrivere parametri di 'signals'. EW_v2 e RP_v2 implementano Config B identificata dal grid search.",
    "Equal_Weight": {
      "sizing": "equal_weight",
      "enabled": true,
      "params": {}
    },
    "Risk_Parity": {
      "sizing": "risk_parity",
      "enabled": true,
      "params": {}
    },
    "Equal_Weight_v2": {
      "sizing": "equal_weight",
      "enabled": true,
      "params": {
        "tp_bps": 1200.0,
        "trail_bps": 200.0,
        "decision_every": 1,
        "min_holding_bars": 5
      }
    },
    "Risk_Parity_v2": {
      "sizing": "risk_parity",
      "enabled": true,
      "params": {
        "tp_bps": 1200.0,
        "trail_bps": 200.0,
        "decision_every": 1,
        "min_holding_bars": 5
      }
    }
  },
  "equity_log": {
    "strategy_whitelist": [
      "Equal_Weight",
      "Risk_Parity",
      "Equal_Weight_v2",
      "Risk_Parity_v2"
    ]
  },
  "paths": {
    "base_dir": ".",
    "input_universe": "Input/Universo per Trading System.xlsx",
    "connection_txt": "connection.txt",
    "output_dir": "output",
    "plot_dir": "plot",
    "open_trades_dir": "open_trades",
    "audit_log_csv": "output/trades_audit_log.csv"
  },
  "hurst": {
    "_comment": "Hurst RIMOSSO dalla logica decisionale (vedi PROJECT.md). Sezione mantenuta per retrocompatibilit\u00e0 e usi qualitativi futuri tramite shared_utils.hurst_rs.",
    "lookback": null,
    "min_length": 200,
    "win_grid": [16, 24, 32, 48, 64, 96, 128, 192, 256, 384, 512],
    "min_segments": 2
  },
  "prices": {
    "base_url": "https://fin.scorer.app/finance/euronext/price",
    "max_retry": 3,
    "sleep_sec": 0.1,
    "timeout": 10
  },
  "run": {
    "business_days_only": true,
    "seed": 42,
    "top_n_default": 15,
    "days_per_year": 252
  }
}