app:
  mode: paper
  timezone: Europe/Moscow

tinkoff:
  token_env: T_INVEST_TOKEN
  account_id_env: T_INVEST_ACCOUNT_ID

risk:
  max_position_rub: 10000
  min_net_edge_bps: 10
  risk_buffer_bps: 5
  max_spread_bps: 20
  max_tick_bps: 5
  min_adv_rub: 10000000

signal:
  overnight_window_short: 60
  overnight_window_long: 252
  min_tstat_short: 1.25
  min_win_rate_short: 0.55
  ewma_lambda: 0.08

execution:
  entry_window: "18:30-18:45"
  exit_window: "10:15-10:45"
  limit_order_only: true

instruments:
  - ticker: TRUR
    enabled: true
    expected_commission_bps_per_side: 0
    free_order_limit_per_day: 15
    fund_type: mixed
  - ticker: TGLD
    enabled: true
    expected_commission_bps_per_side: 0
    free_order_limit_per_day: 15
    fund_type: commodity
  - ticker: TBRU
    enabled: true
    expected_commission_bps_per_side: 0
    fund_type: bonds
  - ticker: TDIV
    enabled: true
    expected_commission_bps_per_side: 0
    fund_type: equity_income
  - ticker: TMON
    enabled: true
    expected_commission_bps_per_side: 0
    fund_type: money_market
  - ticker: TOFZ
    enabled: true
    expected_commission_bps_per_side: 0
    fund_type: bonds
  - ticker: TLCB
    enabled: true
    expected_commission_bps_per_side: 0
    fund_type: corporate_bonds
  - ticker: TITR
    enabled: true
    expected_commission_bps_per_side: 0
    fund_type: equity
  - ticker: TRND
    enabled: true
    expected_commission_bps_per_side: 0
    fund_type: equity
  - ticker: TMOS
    enabled: false
    exclude_reason: "Excluded by default due to possible non-zero sell-side fee"