# Example sweep grid for `fxt-backtest sweep`.
# Mirrors the decision_stride sweep deferred from the original plan.
#
# Run:
#   fxt-backtest sweep --grid config/ml/sweep_decision_stride_example.yaml \
#                      --out results/sweep_stride
# Produces results/sweep_stride/{stride_1,stride_2,stride_4,stride_8}/{summary.json,trades.csv,pnl_curve.bin}
# plus aggregate.parquet + pareto_frontier.json at the root.

base:
  data: test_data/futures-baseline/ES.FUT
  n_parallel: 1
  decision_stride: 4
  latency_ns: 100000000      # 100 ms IBKR + Scaleway baseline
  target_annual_vol_units: 50.0
  annualisation_factor: 825.0
  max_lots: 5
  max_events: 0              # exhaust the input stream
  seed: 12648430
  # checkpoint: path/to/trained.bin  # uncomment to use real weights

cells:
  - name: stride_1
    decision_stride: 1
  - name: stride_2
    decision_stride: 2
  - name: stride_4
    decision_stride: 4
  - name: stride_8
    decision_stride: 8