Files
atm-backtesting/calendar_evenimente.yaml

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schema_version: 1
# Format:
# - name: str
# cadence: "first_friday_monthly" | "second_wednesday_monthly" | "weekly_<day>" | "scheduled"
# date: YYYY-MM-DD # for scheduled
# day_of_week: Mon|Tue|... # for weekly_*
# time_ro: HH:MM # all times Europe/Bucharest
# severity: extrem | mare | mediu | mic
# window_before_min: int # minutes before event for Set C trigger
# window_after_min: int # minutes after event for Set C trigger
#
# Set C trigger logic:
# severity in {extrem, mare} AND ora_ro in [time - window_before, time + window_after]
events:
# ========== Lunar recurring ==========
- name: "NFP"
cadence: "first_friday_monthly"
time_ro: "15:30"
severity: extrem
window_before_min: 15
window_after_min: 15
- name: "CPI"
cadence: "monthly_mid"
time_ro: "15:30"
severity: extrem
window_before_min: 15
window_after_min: 15
- name: "PPI"
cadence: "monthly_post_cpi"
time_ro: "15:30"
severity: mare
window_before_min: 15
window_after_min: 15
- name: "Retail Sales"
cadence: "monthly_15"
time_ro: "15:30"
severity: mare
window_before_min: 15
window_after_min: 15
- name: "PCE Price Index"
cadence: "monthly_end"
time_ro: "15:30"
severity: mare
window_before_min: 15
window_after_min: 15
- name: "ADP Employment"
cadence: "wednesday_pre_nfp"
time_ro: "15:15"
severity: mediu
window_before_min: 10
window_after_min: 10
- name: "JOLTS Job Openings"
cadence: "monthly_first_week"
time_ro: "17:00"
severity: mediu
window_before_min: 10
window_after_min: 10
- name: "ISM Manuf/Services"
cadence: "monthly_first_week"
time_ro: "17:00"
severity: mediu
window_before_min: 10
window_after_min: 10
# ========== Săptămânal ==========
- name: "EIA Crude Oil Inventories"
cadence: "weekly_wednesday"
time_ro: "17:30"
severity: mediu
window_before_min: 10
window_after_min: 10
- name: "Initial Jobless Claims"
cadence: "weekly_thursday"
time_ro: "15:30"
severity: mediu
window_before_min: 10
window_after_min: 10
# ========== FOMC 2026 scheduled ==========
- name: "FOMC Statement Jan"
cadence: "scheduled"
date: "2026-01-28"
time_ro: "21:00"
severity: extrem
window_before_min: 15
window_after_min: 30
- name: "FOMC Powell Press Jan"
cadence: "scheduled"
date: "2026-01-28"
time_ro: "21:30"
severity: extrem
window_before_min: 0
window_after_min: 45
- name: "FOMC Statement Mar (DST shift)"
cadence: "scheduled"
date: "2026-03-18"
time_ro: "20:00"
severity: extrem
window_before_min: 15
window_after_min: 30
- name: "FOMC Powell Press Mar"
cadence: "scheduled"
date: "2026-03-18"
time_ro: "20:30"
severity: extrem
window_before_min: 0
window_after_min: 45
- name: "FOMC Statement Apr"
cadence: "scheduled"
date: "2026-04-29"
time_ro: "21:00"
severity: extrem
window_before_min: 15
window_after_min: 30
- name: "FOMC Powell Press Apr"
cadence: "scheduled"
date: "2026-04-29"
time_ro: "21:30"
severity: extrem
window_before_min: 0
window_after_min: 45
- name: "FOMC Statement Jun"
cadence: "scheduled"
date: "2026-06-17"
time_ro: "21:00"
severity: extrem
window_before_min: 15
window_after_min: 30
- name: "FOMC Powell Press Jun"
cadence: "scheduled"
date: "2026-06-17"
time_ro: "21:30"
severity: extrem
window_before_min: 0
window_after_min: 45
- name: "FOMC Statement Jul"
cadence: "scheduled"
date: "2026-07-29"
time_ro: "21:00"
severity: extrem
window_before_min: 15
window_after_min: 30
- name: "FOMC Powell Press Jul"
cadence: "scheduled"
date: "2026-07-29"
time_ro: "21:30"
severity: extrem
window_before_min: 0
window_after_min: 45
- name: "FOMC Statement Sep"
cadence: "scheduled"
date: "2026-09-16"
time_ro: "21:00"
severity: extrem
window_before_min: 15
window_after_min: 30
- name: "FOMC Powell Press Sep"
cadence: "scheduled"
date: "2026-09-16"
time_ro: "21:30"
severity: extrem
window_before_min: 0
window_after_min: 45
- name: "FOMC Statement Oct"
cadence: "scheduled"
date: "2026-10-28"
time_ro: "21:00"
severity: extrem
window_before_min: 15
window_after_min: 30
- name: "FOMC Powell Press Oct"
cadence: "scheduled"
date: "2026-10-28"
time_ro: "21:30"
severity: extrem
window_before_min: 0
window_after_min: 45
- name: "FOMC Statement Dec"
cadence: "scheduled"
date: "2026-12-09"
time_ro: "21:00"
severity: extrem
window_before_min: 15
window_after_min: 30
- name: "FOMC Powell Press Dec"
cadence: "scheduled"
date: "2026-12-09"
time_ro: "21:30"
severity: extrem
window_before_min: 0
window_after_min: 45