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trader-ml/config/data_sources.example.yaml
Tika da30ef19ed Initial commit — Trading AI Secure project complet 
Architecture Docker (8 services), FastAPI, TimescaleDB, Redis, Streamlit.
Stratégies : scalping, intraday, swing. MLEngine + RegimeDetector (HMM).
BacktestEngine + WalkForwardAnalyzer + Optuna optimizer.
Routes API complètes dont /optimize async.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-03-08 17:38:09 +00:00

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YAML
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# Configuration Sources de Données - Trading AI Secure
# Copier ce fichier vers data_sources.yaml
# ============================================================================
# SOURCES DE DONNÉES GRATUITES (Phase Développement)
# ============================================================================
# Yahoo Finance (Gratuit, Illimité)
yahoo_finance:
enabled: true
priority: 1 # Priorité 1 = source principale
description: "Yahoo Finance - Données EOD + intraday limitées"
capabilities:
historical_data: true
intraday_data: true # Limité à 7 jours
real_time: false
fundamental_data: true
limits:
rate_limit: null # Pas de limite officielle
max_requests_per_minute: 60 # Limite recommandée
max_symbols_per_request: 1
timeframes:
- "1m"
- "5m"
- "15m"
- "30m"
- "1h"
- "1d"
- "1wk"
- "1mo"
retry_policy:
max_retries: 3
backoff_factor: 2
timeout: 30
# Alpha Vantage (Gratuit, 500 calls/jour)
alpha_vantage:
enabled: true
priority: 2
description: "Alpha Vantage - Données temps réel et historiques"
api_key: "YOUR_API_KEY_HERE" # Obtenir sur https://www.alphavantage.co/support/#api-key
capabilities:
historical_data: true
intraday_data: true
real_time: true
fundamental_data: true
technical_indicators: true
limits:
rate_limit: 500 # 500 calls par jour
max_requests_per_minute: 5
max_symbols_per_request: 1
timeframes:
- "1min"
- "5min"
- "15min"
- "30min"
- "60min"
- "daily"
- "weekly"
- "monthly"
retry_policy:
max_retries: 3
backoff_factor: 2
timeout: 30
# Twelve Data (Gratuit, 800 calls/jour)
twelve_data:
enabled: false # Activer si besoin
priority: 3
description: "Twelve Data - Alternative robuste"
api_key: "YOUR_API_KEY_HERE" # Obtenir sur https://twelvedata.com/
capabilities:
historical_data: true
intraday_data: true
real_time: true
fundamental_data: true
technical_indicators: true
limits:
rate_limit: 800 # 800 calls par jour
max_requests_per_minute: 8
max_symbols_per_request: 1
timeframes:
- "1min"
- "5min"
- "15min"
- "30min"
- "1h"
- "1day"
- "1week"
- "1month"
retry_policy:
max_retries: 3
backoff_factor: 2
timeout: 30
# Polygon.io (Gratuit, 5 calls/minute)
polygon_io:
enabled: false
priority: 4
description: "Polygon.io - Données US premium"
api_key: "YOUR_API_KEY_HERE" # Obtenir sur https://polygon.io/
capabilities:
historical_data: true
intraday_data: true
real_time: true
fundamental_data: false
limits:
rate_limit: 5 # 5 calls par minute (gratuit)
max_requests_per_minute: 5
max_symbols_per_request: 1
timeframes:
- "1min"
- "5min"
- "15min"
- "1hour"
- "1day"
retry_policy:
max_retries: 3
backoff_factor: 2
timeout: 30
# FRED API (Réserve Fédérale - Données Macro)
fred_api:
enabled: true
priority: 5
description: "FRED - Données macroéconomiques"
api_key: "YOUR_API_KEY_HERE" # Obtenir sur https://fred.stlouisfed.org/docs/api/api_key.html
capabilities:
economic_indicators: true
interest_rates: true
inflation_data: true
limits:
rate_limit: null # Pas de limite
max_requests_per_minute: 120
retry_policy:
max_retries: 3
backoff_factor: 2
timeout: 30
# ============================================================================
# SOURCES CRYPTO (Pour Tests)
# ============================================================================
# Binance Public API
binance:
enabled: false # Activer pour tests crypto
priority: 6
description: "Binance - Données crypto gratuites"
capabilities:
historical_data: true
intraday_data: true
real_time: true
orderbook: true
limits:
rate_limit: null # Illimité (public API)
max_requests_per_minute: 1200
weight_limit: 1200 # Weight-based rate limiting
timeframes:
- "1m"
- "5m"
- "15m"
- "30m"
- "1h"
- "4h"
- "1d"
retry_policy:
max_retries: 3
backoff_factor: 2
timeout: 30
# CoinGecko API
coingecko:
enabled: false
priority: 7
description: "CoinGecko - Backup crypto"
capabilities:
historical_data: true
market_data: true
fundamental_data: true
limits:
rate_limit: 50 # 50 calls par minute
max_requests_per_minute: 50
retry_policy:
max_retries: 3
backoff_factor: 2
timeout: 30
# ============================================================================
# IG MARKETS (Production)
# ============================================================================
ig_markets:
enabled: false # Activer en Phase 5
priority: 0 # Priorité 0 = source principale en prod
description: "IG Markets - Trading réel"
# Environnements
environments:
demo:
api_url: "https://demo-api.ig.com/gateway/deal"
lightstreamer_url: "https://demo-apd.marketdatasys.com"
api_key: "" # À configurer
username: ""
password: ""
account_id: ""
live:
api_url: "https://api.ig.com/gateway/deal"
lightstreamer_url: "https://apd.marketdatasys.com"
api_key: "" # À configurer
username: ""
password: ""
account_id: ""
capabilities:
historical_data: true
real_time_streaming: true
order_execution: true
account_management: true
limits:
rate_limit: 60 # 60 requêtes par minute
max_requests_per_minute: 60
max_positions: 200
retry_policy:
max_retries: 3
backoff_factor: 2
timeout: 30
# ============================================================================
# CONFIGURATION CACHE
# ============================================================================
cache:
enabled: true
description: "Cache local pour réduire appels API"
# Backend cache
backend: "redis" # redis, memory, disk
# Redis configuration (si backend = redis)
redis:
host: "localhost"
port: 6379
db: 0
password: null
# TTL par type de données
ttl:
intraday_1min: 60 # 1 minute
intraday_5min: 300 # 5 minutes
intraday_15min: 900 # 15 minutes
intraday_1hour: 3600 # 1 heure
daily: 86400 # 1 jour
weekly: 604800 # 1 semaine
fundamental: 2592000 # 30 jours
# Politique de cache
policy:
max_size_mb: 1000 # 1 GB max
eviction_policy: "lru" # lru, lfu, fifo
compression: true
# ============================================================================
# FAILOVER ET REDONDANCE
# ============================================================================
failover:
enabled: true
description: "Basculement automatique si source principale échoue"
# Stratégie de failover
strategy: "priority" # priority, round_robin, random
# Conditions de failover
triggers:
consecutive_failures: 3 # 3 échecs consécutifs
timeout_threshold: 30 # 30 secondes timeout
error_rate_threshold: 0.5 # 50% taux d'erreur
# Cooldown avant retry source principale
cooldown_seconds: 300 # 5 minutes
# ============================================================================
# MONITORING ET LOGGING
# ============================================================================
monitoring:
enabled: true
# Métriques à tracker
metrics:
- "api_calls_count"
- "api_calls_success_rate"
- "api_response_time"
- "cache_hit_rate"
- "data_freshness"
- "failover_events"
# Alertes
alerts:
high_error_rate:
threshold: 0.3 # 30% taux d'erreur
notification: ["telegram"]
rate_limit_approaching:
threshold: 0.9 # 90% de la limite
notification: ["telegram"]
source_unavailable:
duration_seconds: 300 # 5 minutes indisponible
notification: ["telegram", "email"]
logging:
enabled: true
level: "INFO" # DEBUG, INFO, WARNING, ERROR
# Logs par source
log_api_calls: true
log_cache_operations: true
log_failover_events: true
# Rotation logs
rotation:
max_size_mb: 100
backup_count: 10
# ============================================================================
# SYMBOLES ET MARCHÉS
# ============================================================================
symbols:
# Forex
forex:
- symbol: "EURUSD"
name: "Euro / US Dollar"
enabled: true
sources: ["yahoo_finance", "alpha_vantage", "ig_markets"]
- symbol: "GBPUSD"
name: "British Pound / US Dollar"
enabled: true
sources: ["yahoo_finance", "alpha_vantage", "ig_markets"]
- symbol: "USDJPY"
name: "US Dollar / Japanese Yen"
enabled: true
sources: ["yahoo_finance", "alpha_vantage", "ig_markets"]
# Indices
indices:
- symbol: "^GSPC" # S&P 500
name: "S&P 500"
enabled: true
sources: ["yahoo_finance", "alpha_vantage"]
- symbol: "^DJI" # Dow Jones
name: "Dow Jones Industrial Average"
enabled: true
sources: ["yahoo_finance", "alpha_vantage"]
# Crypto (tests uniquement)
crypto:
- symbol: "BTCUSD"
name: "Bitcoin / US Dollar"
enabled: false
sources: ["binance", "coingecko"]
- symbol: "ETHUSD"
name: "Ethereum / US Dollar"
enabled: false
sources: ["binance", "coingecko"]
# ============================================================================
# VALIDATION DONNÉES
# ============================================================================
data_validation:
enabled: true
# Checks de qualité
quality_checks:
check_missing_values: true
max_missing_pct: 0.05 # 5% max valeurs manquantes
check_outliers: true
outlier_std_threshold: 5 # 5 écarts-types
check_duplicates: true
check_chronological_order: true
check_price_consistency: true # High >= Low, etc.
# Actions si validation échoue
on_validation_failure:
action: "skip" # skip, interpolate, use_cache
notify: true
# ============================================================================
# NOTES
# ============================================================================
# 1. Obtenir clés API gratuites avant utilisation
# 2. Respecter rate limits pour éviter bans
# 3. Activer cache pour réduire appels API
# 4. Tester failover régulièrement
# 5. Monitor consommation API quotidienne
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