# region declaration
schema_version: '1.0'
metadata:
  name: book_rule_contracts
  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_dates:
      train_start: '2024-01-01'
      train_end: '2024-01-15'
      val_start: '2024-01-15'
      val_end: '2024-01-18'
      test_start: '2024-01-18'
      test_end: '2024-01-22'
    strategy:
      conditions:
      - {id: floor, name: Close above the declared floor, type: threshold, column: close, operator: '>=', value: '{price_floor}'}
      - {id: persistent_up, name: Two up bars, type: relative, column: close, operator: '>', other_column: open, persistence_n: 2}
      - {id: recent_cross, name: Recent close-open cross, type: crossover, column: close, other_column: open, direction: above, recency_n: 3}
      - {id: rising, name: Close above three bars ago, type: slope, column: close, direction: rising, lookback: 3}
      - {id: down, name: Current down bar, type: sql_expr, expr: 'close < open'}
      - {id: not_down, name: Exclude down bars, operator: not, operands: [down]}
      - {id: activity, name: Persistent or recent activity, operator: or, operands: [persistent_up, recent_cross]}
      - {id: entry, name: Combine the entry conditions, operator: and, operands: [floor, activity, rising, not_down]}
      entry: entry
    reference_architecture: limen.sfd.reference_architecture.rule_based
    backtest:
      fee_bps: 7.0
      slip_bps: 3.0
  params:
    price_floor: [40000.0, 41000.0]
uel:
  output_path: compiled-rule-contracts
  n_permutations: 2
  search_strategy: {type: grid}
  output_format: csv
  recording:
    predictions: true
    alignment: true
    trade_ledger: true
    fold_details: true
# endregion declaration