{ "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": { "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 }, "equity_log": { "strategy_whitelist": [ "Equal_Weight", "Risk_Parity" ] }, "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": { "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 } }