ARIMA_SAX_Hybrid_Forecaster/configs/default.json

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{
"symbol": "XAUUSD",
"timeframe": "M15",
"source": "placeholder-ts-bars",
"horizon": 12,
"atr_period": 20,
"data": {
"train_length": 500,
"max_bars": 3000,
"validation": "expanding",
"step": 1
},
"arima": {
"p": 1,
"d": 0,
"q": 0,
"fit_policy": "rolling",
"fit_window": 300,
"use_prediction_interval": true
},
"sax": {
"word_length": 8,
"alphabet_size": 5,
"window_length": 24,
"top_k_analogs": 10,
"min_analogs": 5,
"neutral_threshold": 0.25
},
"hybrid": {
"confidence_threshold": 0.5
},
"baselines": {
"include_drift": true
},
"costs": {
"commission_per_trade": 0.0003,
"spread_bps": 1.0,
"units": "bps"
},
"reproducibility": {
"seed": 42
}
}