# Phase 1: Single Neuron Test Configuration # Polygon API -> Event Bus -> DQN Model -> Log Output [strategy] # Use AI Orchestration Strategy with DQN-only mode strategy_type = "ai_orchestration" strategy_id = "phase1_dqn_test" [backtesting] # Test configuration start_time = "2024-01-02T09:30:00Z" end_time = "2024-01-02T16:00:00Z" initial_capital = 100000.0 commission_bps = 1.0 slippage_bps = 0.5 tick_size = 0.01 # Single symbol for testing symbols = ["AAPL"] # Reduced latency for testing strategy_to_exchange_latency_us = 100 exchange_to_strategy_latency_us = 100 # Disable complex features for Phase 1 enable_market_impact = false enable_queue_position = false enable_latency_modeling = false [data_source] # PHASE 1: Deterministic testing with canned data mode = "FromFile" path = "tests/fixtures/canned_aapl_data.jsonl" [ai_orchestration] # PHASE 1: DQN-ONLY MODE enabled_models.dqn_enabled = true enabled_models.tggn_enabled = false enabled_models.tft_enabled = false enabled_models.mamba_enabled = false enabled_models.liquid_enabled = false # DQN Configuration [ai_orchestration.dqn_config] state_size = 20 learning_rate = 0.001 batch_size = 32 memory_size = 10000 epsilon = 0.1 epsilon_decay = 0.995 epsilon_min = 0.01 # Model weights (DQN = 1.0, others = 0.0) [ai_orchestration.model_weights] dqn_weight = 1.0 tggn_weight = 0.0 tft_weight = 0.0 mamba_weight = 0.0 liquid_weight = 0.0 # Risk limits [ai_orchestration.risk_limits] max_position_pct = 0.05 max_daily_loss = 0.02 max_trades_per_hour = 10 stop_loss_pct = 0.01 take_profit_pct = 0.02 # Performance requirements max_inference_latency_us = 1000 # 1ms max for Phase 1 [logging] # Enhanced logging for Phase 1 debugging level = "debug" filter = "backtesting=debug,ai_orchestration=trace" # Log specific events for Phase 1 validation log_market_data = true log_ai_predictions = true log_signal_generation = true log_order_events = true [validation] # Phase 1 success criteria - ROBUST validation decoupled from model predictions expected_log_messages = [ "PIPELINE_SUCCESS: data_ingestion_complete", "PIPELINE_SUCCESS: feature_extraction_complete", "PIPELINE_SUCCESS: DQN_inference_complete", "PIPELINE_SUCCESS: signal_processing_complete" ] # Performance thresholds max_event_processing_time_us = 1000 min_market_data_events = 20 # Reduced for canned data expected_pipeline_completions = 10 # Deterministic test expectations expected_canned_events = 20 # Number of events in canned data file timeout_seconds = 10 # Reduced timeout for file-based testing [database] # Use lightweight SQLite for Phase 1 testing database_url = "sqlite:///tmp/phase1_test.db" auto_migrate = true log_queries = true [output] # Save Phase 1 results for analysis save_results = true results_file = "/tmp/phase1_test_results.json" save_performance_metrics = true save_ai_predictions = true save_market_data_sample = true