Restructured hedger modules: moved CLP hedger and auto hedger into separate folders, updated data fetchers and main app, removed deprecated files
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42
clp_auto_hedger/velocity_config_aggressive.json
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42
clp_auto_hedger/velocity_config_aggressive.json
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{
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"max_velocity_cap": 0.5,
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"history_length": 60,
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"timeframes": [
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{
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"name": "1s",
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"periods": 1,
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"weight": 0.4,
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"threshold": 0.002,
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"description": "Instantaneous velocity for emergency detection"
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},
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{
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"name": "5s",
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"periods": 5,
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"weight": 0.3,
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"threshold": 0.0005,
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"description": "Short-term smoothed velocity"
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},
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{
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"name": "10s",
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"periods": 10,
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"weight": 0.2,
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"threshold": 0.0004,
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"description": "Medium-term trend detection"
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},
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{
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"name": "30s",
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"periods": 30,
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"weight": 0.1,
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"threshold": 0.0003,
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"description": "Long-term sustained moves"
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}
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],
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"normal_threshold": 0.001,
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"volatile_threshold": 0.002,
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"extreme_threshold": 0.003,
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"extreme_move_threshold": 0.003,
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"sustained_move_periods": 5,
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"use_ema_smoothing": true,
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"ema_alpha": 0.2,
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"edge_proximity_factor": 0.05
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}
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