# region declaration
schema_version: "1.0"

metadata:
  name: common_strategies
  mode: development
  description: Eight fixed long-flat strategy baselines with causal indicator history

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
    required_columns: [datetime, open, high, low, close]
    split_dates:
      train_start: "2024-01-01"
      train_end: "2024-10-01"
      val_start: "2024-10-01"
      val_end: "2024-11-01"
      test_start: "2024-11-01"
      test_end: "2025-01-01"
    indicators:
      - func: limen.features.common_strategy_positions.common_strategy_positions
        params:
          strategy: "{strategy}"
    strategy:
      conditions:
        - id: common_strategy_long
          name: Common strategy requests long
          type: threshold
          column: common_strategy_position
          operator: ">"
          value: 0
      entry: common_strategy_long
    reference_architecture: limen.sfd.reference_architecture.rule_based.rule_based
    backtest:
      fee_bps: 10.0
      slip_bps: 5.0
  params:
    strategy:
      - buy_and_hold
      - sma_cross
      - ema_cross
      - macd
      - rsi_mean_reversion
      - bollinger_mean_reversion
      - donchian_breakout
      - time_series_momentum

uel:
  output_path: compiled-common_strategies
  record_execution: true
  checkpoint_interval: 1
  recording:
    predictions: true
    alignment: true
    trade_ledger: true
    fold_details: true
  n_permutations: 8
  search_strategy:
    type: grid
  output_format: csv
# endregion declaration