settings.py

DEEPSEEK_API_KEY = "PASTE_YOUR_DEEPSEEK_KEY_HERE"
DEEPSEEK_BASE_URL = "https://api.deepseek.com"
DEEPSEEK_MODEL = "deepseek-chat"

# --- Market / data ---
SYMBOL = "EURUSD=X"
START = "2006-01-01"
END = "2026-04-11"
OOS_START = "2023-01-01"          # we show equity curves from this date onward

# --- Features / regime labeling ---
LOOKBACK_DAYS = 20               # window used to summarize a regime
LABEL_STEP_DAYS = 5              # label every N days (reduces LLM calls)

REGIME_SET = ["TREND_UP", "TREND_DOWN", "RANGE", "HIGH_VOL", "LOW_VOL", "UNCERTAIN"]
LLM_CACHE_FILE = "regime_cache_deepseek.json"
LLM_RATE_LIMIT_S = 0.25
LLM_TIMEOUT_S = 30

# --- Strategy / costs ---
COST_BPS = 1.0
MAX_LEVERAGE = 1.0

# --- Walk-forward optimization ---
TRAIN_YEARS = 3                  # optimize each month using the last N years of data
# Parameter grid (small + readable)
Z_THRESH_GRID = [0.8, 1.0, 1.2]                 # range entry threshold
RANGE_SIZE_GRID = [0.5, 0.75, 1.0]              # position size in RANGE
LOWVOL_SIZE_GRID = [0.25, 0.5, 0.75]            # position size in LOW_VOL
HIGHVOL_SIZE_GRID = [0.0]                       # keep 0.0 for simplicity (flat in HIGH_VOL)