# region declaration
schema_version: "1.0"
metadata:
  name: recorded_acceptance
  mode: development
sfd:
  manifest:
    type: rule_based
    data_source:
      method: limen.data.HistoricalData.get_any_file
      params:
        file_path_or_url: inputs/spot_1h_20240101_20241231.parquet
    split_walk_forward:
      n_folds: 2
      test_bars: 49
      purge_bars: 4
      embargo_bars: 3
      anchored: true
    acceptance:
      min_deflated_sharpe_probability: 0.95
      max_pbo: 0.20
    indicators:
      - func: limen.indicators.window_return
        params:
          period: 1
    strategy:
      conditions:
        - id: entry
          name: positive_return
          type: threshold
          column: ret_1
          operator: ">"
          value: "{entry_return}"
      entry: entry
    reference_architecture: limen.sfd.reference_architecture.rule_based
    backtest:
      fee_bps: 7.0
      slip_bps: 3.0
      notional_rate: 0.5
  params:
    entry_return: [0.0, 0.001]
uel:
  record_execution: true
  output_path: compiled-acceptance
  recording:
    alignment: true
    fold_details: true
  n_permutations: 2
  search_strategy:
    type: grid
  prep_each_round: true
  output_format: parquet
# endregion declaration