name: main
description: Main study. 240 pooled instruments (60 held out) x 2018-2025; train 2018-2022, validation 2023, development test 2024, untouched final test 2025 (configs/final.yaml).
paths: {cache: ~/wp41-cache}
universe: {manifest: data/manifests/universe_main.json, symbols_from: all}
data: {dataset_stock: market_bars.stock.1m.raw, dataset_etf: market_bars.etf.1m.raw, start: "2018-01-02", end: "2025-12-31", warmup_sessions: 21}
windows: {L_A: 390, L_B: 390, L_C: 260, H: 60, m_min: 30, min_future_present: 0.8}
splits: {train_end: "2022-12-31", val_end: "2023-12-31", test_end: "2024-12-31", final_end: "2025-12-31", embargo_sessions: 1}
train: {model: small, batch_size: 64, max_steps: 12000, lr: 3.0e-4, warmup_steps: 400, weight_decay: 0.01, grad_clip: 1.0, eval_every: 1000, patience: 4, origins_per_session: 2, seed: 1, num_workers: 10, eval_batch_size: 256, val_max_batches: 60}
eval: {stride: 15, horizons: [5, 15, 30, 60], n_samples: 200}
baselines: [naive, har, garch, trees]
reference: naive_rw
models:
  - {name: mrpt_small, preset: small, kwargs: {}, feature_set: full}
  - {name: mrpt_small_1m_only, preset: small, kwargs: {branches: [A]}, feature_set: full}
  - {name: mrpt_base, preset: base, kwargs: {}, feature_set: full}
  - {name: tcn, kind: tcn}
  - {name: mlp, kind: mlp}