APP_MODE=paper
APP_TIMEZONE=Europe/Moscow
APP_LOG_LEVEL=info
APP_HEALTHCHECK_ADDR=:3300
APP_SHUTDOWN_TIMEOUT_SEC=30

TINVEST_TOKEN=
TINVEST_ACCOUNT_ID=
TINVEST_ENDPOINT=invest-public-api.tinkoff.ru:443
TINVEST_APP_NAME=overnight-trading-bot
TINVEST_REQUEST_TIMEOUT_SEC=10
TINVEST_RETRY_COUNT=3
TINVEST_RETRY_BACKOFF_SEC=2
TINVEST_USE_SANDBOX=false

DB_DSN=bot:change-me@tcp(db.example.internal:3306)/overnight_bot?parseTime=true&loc=UTC&multiStatements=true
DB_MAX_OPEN_CONNS=20
DB_MAX_IDLE_CONNS=5
DB_CONN_MAX_LIFETIME_MIN=30
DB_MIGRATIONS_AUTO_APPLY=true

TELEGRAM_BOT_TOKEN=
TELEGRAM_CHAT_ID=
TELEGRAM_NOTIFY_INFO=true
TELEGRAM_NOTIFY_WARN=true
TELEGRAM_NOTIFY_ALERT=true
TELEGRAM_NOTIFY_REPORT=true

STRATEGY_ROLLING_SHORT=60
STRATEGY_ROLLING_LONG=252
STRATEGY_EWMA_LAMBDA=0.08
STRATEGY_MIN_TSTAT_60=1.25
STRATEGY_MIN_WIN_RATE_60=0.55
STRATEGY_MIN_NET_EDGE_BPS=10
STRATEGY_RISK_BUFFER_BPS=5
STRATEGY_MAX_POSITIONS=5

EXEC_ENTRY_SIGNAL_TIME=18:10:00
EXEC_ENTRY_WINDOW_START=18:20:00
EXEC_ENTRY_WINDOW_END=18:38:30
EXEC_NO_NEW_ENTRY_AFTER=18:38:30
EXEC_EXIT_WATCH_START=09:50:00
EXEC_EXIT_NOT_BEFORE=10:03:00
EXEC_EXIT_WINDOW_START=10:05:00
EXEC_EXIT_WINDOW_END=10:25:00
EXEC_HARD_EXIT_DEADLINE=10:45:00
EXEC_MIN_TIME_TO_CLOSE_SEC=90
EXEC_ALLOW_MARKET_ORDERS=false
EXEC_MAX_ENTRY_ORDER_ATTEMPTS=3
EXEC_MAX_EXIT_ORDER_ATTEMPTS=3
EXEC_PASSIVE_IMPROVE_TICKS=1
EXEC_QUOTE_DEPTH=20
EXEC_MAX_QUOTE_AGE_SEC=3
EXEC_ORDER_POLL_INTERVAL_MS=500

RISK_USE_MARGIN=false
RISK_ALLOW_SHORT=false
RISK_MAX_TOTAL_EXPOSURE_PCT=0.50
RISK_MAX_POSITION_PCT=0.10
RISK_MAX_DAILY_LOSS_PCT=0.01
RISK_MAX_WEEKLY_LOSS_PCT=0.03
RISK_MAX_MONTHLY_DRAWDOWN_PCT=0.07
RISK_MAX_OPEN_POSITIONS=5
RISK_MAX_AVG_SLIPPAGE_BPS_10_TRADES=15
RISK_API_OUTAGE_HALT_SEC=180
RISK_MAX_CLOCK_DRIFT_SEC=2
RISK_RECONCILIATION_WINDOW_HOURS=72
RISK_RECONCILIATION_SKEW_SEC=10
RISK_COMMISSION_TOLERANCE_RUB=0.01
RISK_CASH_USAGE_BUFFER=0.95
RISK_RISK_BUDGET_PER_INSTRUMENT_PCT=0.005
RISK_MIN_ORDER_NOTIONAL_RUB=1000

LIQ_MIN_ADV_RUB=5000000
LIQ_MAX_PARTICIPATION_RATE=0.01
LIQ_MAX_SPREAD_BPS_DEFAULT=20
LIQ_MAX_SPREAD_BPS_MONEY_MARKET=5
LIQ_MAX_SPREAD_BPS_BOND_FUNDS=10
LIQ_MAX_SPREAD_BPS_EQUITY_FUNDS=25
LIQ_MAX_TICK_BPS=10

COMM_REQUIRE_ZERO_COMMISSION=true
COMM_QUARANTINE_ON_NONZERO=true
COMM_FREE_ORDER_COUNT_POLICY=submitted

BT_DATE_FROM=
BT_DATE_TO=
BT_ENTRY_SLIPPAGE_BPS=8
BT_EXIT_SLIPPAGE_BPS=8
BT_COMMISSION_ROUNDTRIP_BPS=0
BT_USE_MINUTE_MODEL=false
BT_OUTPUT_DIR=./backtest_out

LIVE_TRADE_ACK=
LIVE_READONLY_DAYS=0
LIVE_PAPER_DAYS=0
LIVE_SANDBOX_DAYS=0
LIVE_COMMISSION_WHITELIST_CHECKED=false
LIVE_TELEGRAM_TESTED=false
LIVE_KILL_SWITCH_TESTED=false
LIVE_SERVER_TIME_CHECKED=false
LIVE_SMALL_CAPITAL=false