optimization_config.json

{
  "genetic_algorithm": {
    "population_size": 50,
    "generations": 30,
    "mutation_rate": 0.2,
    "crossover_rate": 0.7,
    "tournament_size": 3
  },
  "hyperparameter_optimization": {
    "n_trials": 100,
    "direction": "maximize",
    "sampler": "TPE",
    "pruner": "MedianPruner"
  },
  "walk_forward": {
    "train_period_days": 252,
    "test_period_days": 63,
    "step_size_days": 21,
    "min_train_samples": 200
  },
  "monte_carlo": {
    "n_simulations": 1000,
    "confidence_level": 0.95,
    "stress_test_scenarios": [0.5, 1.0, 1.5, 2.0]
  },
  "parameter_sensitivity": {
    "n_points": 10,
    "method": "linear",
    "sampling_methods": {
      "linear": "Uniform sampling",
      "log": "Logarithmic sampling",
      "random": "Random sampling"
    }
  }
}