Configuration

The main YAML file controls environment, execution, fees, and agent.

Keys

• run_tag (str): MLflow experiment/run tag
• seed (int): global seed for determinism
• steps (int): number of timesteps
• output_dir (str): directory for results
• market:
• ou_enabled (bool)
• ou: mu, kappa, sigma, dt
• vol_regime: enabled, high_sigma_scale, switch_prob
• correlation (optional): NxN matrix (multi-asset)
• execution: base_arrival_rate, alpha, size_sensitivity
• fees: fee_bps, slippage_bps, maker_bps, taker_bps
• agent: spread, inventory_sensitivity
• multi_asset (optional): num_assets, depth_levels, level_widen, base_size, regime_skew
• grid (optional): sweep values for grid search

Validate / Schema

mmrl config-validate
mmrl config-schema