config.py

from dataclasses import dataclass, field
import os
from dotenv import load_dotenv



# --- Determine base directory ---
CURRENT_DIR = os.path.dirname(os.path.abspath(__file__))
SIBLING_CHRONOBRIDGE = os.path.abspath(os.path.join(CURRENT_DIR, "..", "ChronoBridge"))

if os.path.exists(SIBLING_CHRONOBRIDGE):
    BASE_DIR = SIBLING_CHRONOBRIDGE
else:
    BASE_DIR = CURRENT_DIR

# --- Helper to create absolute paths relative to BASE_DIR ---
def rel_path(*paths):
    return os.path.join(BASE_DIR, *paths)

def rel_current_path(*paths):
    """Helper: build an absolute path relative to CURRENT_DIR"""
    return os.path.join(CURRENT_DIR, *paths)

@dataclass
class Paths:
    processed_dir: str = rel_path("data/processed")
    processed_backtesting_dir: str = rel_path("data/processed/backtesting")
    normalizer_pkl: str = rel_path("data/processed/normalizer.pkl")
    normalizer_backtesting_pkl: str = rel_path("data/processed/backtesting/normalizer.pkl")
    outputs_dir: str = rel_current_path("data/outputs")
    weights_pt: str = rel_current_path("data/outputs/model_weights.pt")

@dataclass
class MarketCfg:
 
    symbols_usdt: list = field(default_factory=lambda: [
    'BINANCE:BTCUSDT'
    ,'BINANCE:ETHUSDT'
    ,'BINANCE:BNBUSDT'
    ,'BINANCE:SOLUSDT'
    ,'BINANCE:XRPUSDT'
    ,'BINANCE:DOGEUSDT'
    ,'BINANCE:DOTUSDT'
    ,'BINANCE:ADAUSDT'
    ,'BINANCE:TONUSDT'
    ,'BINANCE:XLMUSDT'
    ,'NASDAQ:AAPL'
    ,'NASDAQ:MSFT'
    ,'NASDAQ:NVDA'
    ,'NASDAQ:GOOGL'
    ,'NASDAQ:META'
    ,'NASDAQ:AMZN'
    ,'NASDAQ:COST'
    ,'NASDAQ:AVGO'
    ,'NASDAQ:ASML'
    ,'NASDAQ:QCOM'
    ,'NYSE:CRM'
    ,'NYSE:NOW'
    ,'NYSE:ORCL'
    ,'NYSE:TSM'
    ,'NYSE:IBM'
    ,'NYSE:JPM'
    ,'NYSE:BAC'
    ,'NYSE:WFC'
    ,'NYSE:MS'
    ,'NYSE:XOM'
    ,'IG:USDCAD'
    ,'IG:GBPUSD'
    ,'IG:EURUSD'
    ,'IG:USDJPY'
    ,'IG:AUDUSD'
    ,'IG:AUDEUR'
    ,'IG:EURCAD'
    ,'IG:NZDUSD'
    ,'OANDA:XAUUSD'
    ,'OANDA:XAGUSD'      
    ])
    timeframe: str = "1m"

@dataclass
class FeatureCfg:
    agg_cols: dict = field(default_factory=lambda: {
        "open": "first", "high": "max", "low": "min", "close": "last",
        "volume": "sum"
    })
    seq_len: int = 80
    horizon_steps: int = 80
    news_rule: str = "3min"
    resample: int = 3

@dataclass
class TrainCfg:
    batch_size: int = 32
    d_model: int = 64
    nhead: int = 4
    num_layers: int = 2
    hidden_dim: int = 64
    lr: float = 1e-4
    epochs: int = 50
    patience: int = 5
    device: str = "cuda"
    top_k: int = 30
    gross: float = 1.0
    train_config: dict = field(default_factory=lambda: {
        'task_name': 'classification',
        'seq_len': 30,
        'enc_in': 120,
        'd_model': 64,
        'c_out': 2,  # len(selected_f)
        'd_ff': 128,
        'num_kernels': 3,
        'dropout': 0.1,
        'e_layers': 2,
        'top_k': 3,
        'num_class': 2,
        'label_len': 30,
        'pred_len': 1,
        'embed': 'timeF',
        'freq': 't'
    })

@dataclass
class LossCfg:
    use_cov: bool = True
    lambda_div: float = 0.01
    lambda_net: float = 0.0
    lambda_turnover: float = 0.0

@dataclass
class BacktestCfg:
    stride: int = 80
    stoploss: int = 5
    takeprofit: int = 5

# Load environment variables from .env file
load_dotenv()

@dataclass
class MongoCfg:
    MONGO_HOST: str = os.getenv("MONGO_HOST")
    MONGO_PORT: int = int(os.getenv("MONGO_PORT", 27017))
    MONGO_DB: str = os.getenv("MONGO_DB")
    MONGO_COLLECTION: str = os.getenv("MONGO_COLLECTION")
    MONGO_USER: str = os.getenv("MONGO_USER")
    MONGO_PASS: str = os.getenv("MONGO_PASS")
    MONGO_AUTHSOURCE: str = os.getenv("MONGO_AUTHSOURCE")

@dataclass
class ClickhouseCfg:
    CH_HOST: str = os.getenv("CH_HOST")
    CH_PORT: int = int(os.getenv("CH_PORT", 9000))
    CH_DB: str = os.getenv("CH_DB")
    CH_TABLE: str = os.getenv("CH_TABLE")
    CH_USER: str = os.getenv("CH_USER")
    CH_PASS: str = os.getenv("CH_PASS")

@dataclass
class RedisCfg:
    host: str = os.getenv("REDIS_HOST", "localhost")
    port: int = int(os.getenv("REDIS_PORT", 6379))
    db: int = int(os.getenv("REDIS_DB", 0))

@dataclass
class NOVOMongoCfg:
    NOVO_MONGO_HOST: str = os.getenv("NOVO_MONGO_HOST")
    NOVO_MONGO_PORT: int = int(os.getenv("NOVO_MONGO_PORT", 27017))
    NOVO_MONGO_DB: str = os.getenv("NOVO_MONGO_DB")
    NOVO_MONGO_USER: str = os.getenv("NOVO_MONGO_USER")
    NOVO_MONGO_PASS: str = os.getenv("NOVO_MONGO_PASS")
    NOVO_MONGO_AUTH_DB: str = os.getenv("NOVO_MONGO_AUTH_DB")