7. Pipeline Input Parameters & Configuration Schemas
Formal YAML schemas for strategy manifests, scenario configurations, and automation CLI arguments.
Key Takeaways for Investors & Traders
All strategy parameters, liquidity thresholds, and execution flags are defined in version-controlled YAML files.
Defines active strategies, configuration paths, and operational enablement flags.
Standardizes universe filters, lookback windows, and indicator parameters across all 35 scenarios.
Supports date targeting, worker thread scaling, and single-strategy execution flags.
Executive Summary
This technical reference outlines the declarative YAML schemas governing the Selected Stocks automation. It defines the structure of the master strategy manifest (strategies.yaml), scenario configuration files (scenario_*.yaml), and command-line execution parameters.
Master Strategy Manifest (`stage/strategies.yaml`)
The master manifest dictates which strategies are active during daily pipeline execution:
strategies:
- name: mean_reversion
config_dir: stage/mean_reversion/config
enabled: true
- name: statistical_arbitrage
config_dir: stage/statistical_arbitrage/config
enabled: true
- name: momentum
config_dir: stage/momentum/config
enabled: true
- name: momentum_omega
config_dir: stage/momentum_omega/config
enabled: true
- name: trend_following
config_dir: stage/trend_following/config
enabled: true
- name: volatility_breakout
config_dir: stage/volatility_breakout/config
enabled: true
Scenario Configuration YAML Schema (`scenario_*.yaml`)
Each of the 35 scenarios per strategy is defined by a dedicated YAML configuration file:
scenario_id: C3
strategy_name: momentum_omega
liquidity_tier: C
min_adv: 50000000
max_adv: 100000000
parameters:
long_term_window: 126
short_term_window: 15
volatility_window: 63
threshold: 0.0
ema_regime_filter:
enabled: true
timeframe: 15m
fast_period: 50
medium_period: 200
slow_period: 800