name: synthetic_smoke
description: License-free end-to-end smoke run on synthetic bars (release example, CI).
paths: {cache: data/synthetic/cache}
universe: {manifest: data/manifests/universe_synthetic.json, symbols_from: pilot}
data: {dataset_stock: synthetic, dataset_etf: synthetic, start: "2024-01-02", end: "2024-05-31", 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: "2024-04-05", val_end: "2024-04-30", test_end: "2024-05-31", embargo_sessions: 1}
train: {model: tiny, batch_size: 32, max_steps: 60, lr: 1.0e-3, warmup_steps: 10, weight_decay: 0.01, grad_clip: 1.0, eval_every: 30, patience: 3, origins_per_session: 3, seed: 1, num_workers: 2, eval_batch_size: 64}
eval: {stride: 30, horizons: [5, 15, 30, 60], n_samples: 64}
baselines: [naive, har, garch, trees]
reference: naive_rw
models:
  - {name: mrpt_tiny, preset: tiny, kwargs: {}, feature_set: full}
  - {name: mrpt_tiny_copula, preset: tiny, kwargs: {copula_rank: 2}, feature_set: full, keep_paths: true, copula_steps: 40}
  - {name: mlp, kind: mlp}