.env.example

# ============================================================
# schwagent — environment configuration
# Copy to .env and fill in your values.
# ============================================================

# ── Schwab OAuth credentials (required) ─────────────────────
SCHWAB_API_KEY=
SCHWAB_APP_SECRET=
SCHWAB_CALLBACK_URL=https://127.0.0.1:8182/auth/callback
SCHWAB_TOKEN_PATH=~/.schwagent/token.json

# Optional market-data app (separate Schwab app)
SCHWAB_MARKET_API_KEY=
SCHWAB_MARKET_APP_SECRET=
SCHWAB_MARKET_CALLBACK_URL=https://127.0.0.1:8182/auth/callback
SCHWAB_MARKET_TOKEN_PATH=~/.schwagent/market_token.json

# Account hash to trade against (leave empty to use first account)
SCHWAB_ACCOUNT_HASH=
SCALP_ACCOUNT_HASH=

# ── Strategy universe / loop ────────────────────────────────
WATCHLIST=AAPL,MSFT,GOOGL,AMZN,NVDA,META,TSLA,JPM,V,UNH
STRATEGIES=etf_rotation,momentum,mean_reversion,trend_following,composite
SCAN_INTERVAL_SECONDS=300

# ETF rotation settings
ETF_UNIVERSE=SPY,QQQ,IWM,EFA,EEM,TLT,IEF,HYG,TIP,GLD,VNQ,SHY
ETF_TOP_N=3
ETF_MOMENTUM_PERIODS=1,3,6,12
ETF_SAFE_HAVEN=SHY
ETF_BEAR_FILTER=true

# ── Risk limits ─────────────────────────────────────────────
MAX_POSITION_PCT=0.10
MAX_POSITION_VALUE=5000.0
MAX_TOTAL_EXPOSURE=50000.0
MAX_DRAWDOWN_PCT=15.0
MIN_SIGNAL_SCORE=1.0

# ── Execution safety ────────────────────────────────────────
# DRY_RUN=true is safest and default
DRY_RUN=true
MIN_ORDER_VALUE=100.0
MAX_ORDER_VALUE=2000.0
ORDER_TYPE=LIMIT
LIMIT_PRICE_BUFFER_BPS=25.0
ORDER_DURATION=DAY
ORDER_SESSION=NORMAL

# Per-strategy live toggles (must be true + DRY_RUN=false for real orders)
LIVE_ETF_ROTATION=false
LIVE_MOMENTUM=false
LIVE_MEAN_REVERSION=false
LIVE_TREND_FOLLOWING=false
LIVE_COMPOSITE=false
LIVE_ETF_SCALP=false
LIVE_CONVICTION_HOLD=false
LIVE_BROWN_MOMENTUM=false
LIVE_TICK_BREADTH=false
LIVE_AH_SNIPER=false
LIVE_THETA=false
LIVE_COVERED_CALL_SCREENER=false

# ── Theta / wheel strategy ──────────────────────────────────
# Sells cash-secured puts ~25 delta, 30-45 DTE. On assignment,
# flips to covered calls above cost basis. Add "theta" to STRATEGIES.
THETA_SYMBOLS=SPY,QQQ,IWM
THETA_DTE_MIN=30
THETA_DTE_MAX=45
THETA_TARGET_DELTA=0.25
THETA_DELTA_TOLERANCE=0.08
THETA_PROFIT_TAKE_PCT=0.50
THETA_DEFENSIVE_DTE=7
THETA_MIN_CREDIT=0.30
THETA_MIN_OPEN_INTEREST=100
THETA_MAX_CONTRACTS_PER_SYMBOL=1
THETA_LIMIT_BUFFER_PCT=0.05

# ── After-hours sniper strategy ─────────────────────────────
# LIMIT buys in AH (16:00-20:00 ET) at close − N × ATR. Exits
# next RTH via TP/SL or 15:45 ET time stop. Add "ah_sniper" to STRATEGIES.
AH_SNIPER_SYMBOLS=AAPL,MSFT,GOOGL,AMZN,NVDA,META,TSLA,SPY,QQQ,IWM
AH_SNIPER_ATR_PERIOD=14
AH_SNIPER_ATR_MULT=2.0
AH_SNIPER_MIN_OFFSET_PCT=3.0
AH_SNIPER_MAX_OFFSET_PCT=15.0
AH_SNIPER_POSITION_USD=1000
AH_SNIPER_MAX_SYMBOLS=10
AH_SNIPER_START_ET=16:05
AH_SNIPER_CANCEL_ET=19:55
AH_SNIPER_TAKE_PROFIT_PCT=3.0
AH_SNIPER_STOP_LOSS_PCT=5.0
AH_SNIPER_EXIT_BY_ET=15:45

# ── Tick Breadth strategy ───────────────────────────────────
# Intraday $TICK vs price non-confirmation divergence, long-only.
# Pairs are "UNDERLYING:TICK" strings. Add "tick_breadth" to STRATEGIES.
TICK_PAIRS=SPY:$TICK
TICK_OBSERVE_PAIRS=
TICK_SCAN_INTERVAL_SECONDS=60
TICK_EXTREME_THRESHOLD=500
TICK_CONFIRMATION_BPS=5.0
TICK_ENTRY_COOLDOWN_MIN=10
TICK_TAKE_PROFIT_PCT=0.30
TICK_STOP_LOSS_PCT=0.15
TICK_CLOSE_BY_ET=15:45
TICK_BOOTSTRAP_FROM_DAILY=true

# ── Brown Momentum strategy ─────────────────────────────────
# Constance Brown RSI range-shift + Composite Index divergence
# + Derivative Oscillator. Add "brown_momentum" to STRATEGIES.
BROWN_MOMENTUM_SYMBOLS=AAPL,MSFT,GOOGL,AMZN,NVDA,META,TSLA,JPM,V,UNH,SPY,QQQ,IWM,TLT,GLD
BROWN_RSI_PERIOD=14
BROWN_REGIME_LOOKBACK=60
BROWN_DIVERGENCE_LOOKBACK=40

# ── Cheap-gamma scanner (scan-only) ─────────────────────────
GAMMA_SCANNER_SYMBOLS=SPY,QQQ,IWM,AAPL,MSFT,NVDA,META,GOOGL,AMZN,TSLA
GAMMA_SCANNER_DTE_MIN=21
GAMMA_SCANNER_DTE_MAX=45
GAMMA_SCANNER_RV_WINDOW=20
GAMMA_SCANNER_MAX_RATIO=1.0
GAMMA_SCANNER_MIN_OI=100

# ── Covered call screener ──────────────────────────────────
COVERED_CALL_SYMBOLS=KO,PG,JNJ,VZ,XOM,CVX,MO,T,IBM,PFE,ABBV,MRK,PEP,MMM,KMB,SO,DUK,HD,LMT,CAT,MCD,BMY,GIS,TGT,WBA
COVERED_CALL_DTE_MIN=30
COVERED_CALL_DTE_MAX=60
COVERED_CALL_TARGET_OTM_PCT=5.0
COVERED_CALL_MIN_DIV_YIELD_PCT=1.5
COVERED_CALL_MIN_OI=100
COVERED_CALL_MAX_SPREAD_PCT=10.0
COVERED_CALL_MIN_ANNUAL_YIELD_PCT=8.0
COVERED_CALL_TOP_N=20
COVERED_CALL_MAX_SPOT=250.0

# ── Unusual options activity scanner (scan-only) ────────────
UNUSUAL_ACTIVITY_SYMBOLS=SPY,QQQ,IWM,DIA,AAPL,MSFT,NVDA,META,GOOGL,AMZN,TSLA,AMD,SMCI,ARM,MRVL,AVGO,MU,INTC,NFLX,CRM,SNOW,PLTR,COIN,SHOP,SQ,UBER,ABNB,JPM,GS,BAC,C,MS,XOM,CVX,OXY,XLE,XLF,XLK,XLV,XLI,XLP,XLU,XLY,XLRE,XBI,TLT,GLD,SLV,USO,HYG,UVXY
UNUSUAL_ACTIVITY_DTE_MIN=1
UNUSUAL_ACTIVITY_DTE_MAX=45
UNUSUAL_ACTIVITY_STRIKE_COUNT=30
UNUSUAL_ACTIVITY_MIN_RATIO=5.0
UNUSUAL_ACTIVITY_MIN_VOLUME=500
UNUSUAL_ACTIVITY_TOP_N=25
UNUSUAL_ACTIVITY_VOLUME_PREFILTER=0.5

# ── Auto-research pipeline ──────────────────────────────────
# Backtest + validation + LLM critique across every strategy.
# Run via: ./run.sh autoresearch
AUTORESEARCH_PERIOD_YEARS=3
AUTORESEARCH_DATA_PATH=data/sp500_stocks.csv
AUTORESEARCH_BASELINE=SPY
AUTORESEARCH_LLM_ENABLED=true
AUTORESEARCH_MONTE_CARLO_SIMS=500
AUTORESEARCH_BOOTSTRAP_ITERATIONS=500
AUTORESEARCH_WALK_FORWARD_WINDOWS=5
AUTORESEARCH_TELEGRAM_DIGEST=false

# ── Quant research feed ─────────────────────────────────────
QUANT_RESEARCH_ENABLED=false
QUANT_RESEARCH_SOURCES=arxiv,paperswithbacktest,alpha_architect,hudsonthames
QUANT_RESEARCH_MAX_PER_SOURCE=30
QUANT_RESEARCH_MIN_RELEVANCE=1.0
QUANT_RESEARCH_DIGEST_TOP_N=5
QUANT_RESEARCH_LLM_SUMMARIES=false
QUANT_RESEARCH_RETENTION_DAYS=180

# ── Event blackout gate (earnings / ex-dividend) ────────────
# Uses scrapers/earnings_calendar + dividend_calendar caches.
EARNINGS_BLACKOUT_ENABLED=true
EARNINGS_BLACKOUT_DAYS=2
EARNINGS_BLACKOUT_MODE=warn          # warn | block
DIVIDEND_BLACKOUT_ENABLED=false
DIVIDEND_BLACKOUT_DAYS=1
DIVIDEND_BLACKOUT_MODE=warn

# ── Cash sweep (SWVXX / SGOV) ──────────────────────────────
SWEEP_SYMBOL=SWVXX
SWEEP_CASH_BUFFER=1000.0
SWEEP_MIN_AMOUNT=100.0
SWEEP_ETF_SYMBOL=SGOV

# ── State / logging ─────────────────────────────────────────
STATE_DIR=~/.schwagent
LOG_LEVEL=INFO

# ── Telegram (optional) ─────────────────────────────────────
TELEGRAM_ENABLED=false
TELEGRAM_BOT_TOKEN=
TELEGRAM_CHAT_ID=
TELEGRAM_REQUIRE_APPROVAL=true
TELEGRAM_APPROVAL_TIMEOUT=300

# ── Signaler (alerts on signal transitions, no execution) ──
# Pushes a Telegram alert when a watched strategy's signal changes
# for a symbol (e.g. HOLD → BUY, BUY → SELL). Runs inside the loop
# and via `./run.sh signals`. Uses TELEGRAM_BOT_TOKEN/CHAT_ID above.
SIGNALER_ENABLED=true
SIGNALER_STRATEGIES=all                # "all" = every enabled strategy, or comma list
SIGNALER_MIN_ABS_SCORE=1.0             # entry bar: BUY=1.0, STRONG_BUY=2.0
SIGNALER_COOLDOWN_MINUTES=240          # per-symbol anti-flap window

# ── LLM overlay (optional) ──────────────────────────────────
LLM_ENABLED=false
LLM_PROVIDER=ollama
LLM_MODEL=
LLM_API_KEY=
LLM_BASE_URL=
LLM_TEMPERATURE=0.2
LLM_MAX_TOKENS=2048
LLM_TIMEOUT=60

# Legacy Ollama-specific keys
OLLAMA_HOST=http://localhost:11434
OLLAMA_MODEL=qwen2.5:14b-instruct-q5_K_M
OLLAMA_TIMEOUT=60

# Provider-specific fallback keys
ANTHROPIC_API_KEY=
OPENAI_API_KEY=