{
 "config": {
  "name": "synthetic_smoke",
  "description": "License-free end-to-end smoke run on synthetic bars (release example, CI).",
  "paths": {
   "cache": "/Users/simon-pierreboucher/Desktop/UQO/Recherche/Recherche-UQO/finance/wp41_uqo/data/synthetic/cache",
   "root": "/Users/simon-pierreboucher/Desktop/UQO/Recherche/Recherche-UQO/finance/wp41_uqo"
  },
  "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": 0.001,
   "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": {
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   "horizons": [
    5,
    15,
    30,
    60
   ],
   "n_samples": 64
  },
  "baselines": [
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   "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"
   }
  ]
 },
 "symbols": [
  "SYN00",
  "SYN01",
  "SYN02"
 ],
 "origins": {
  "train": 405,
  "val": 445,
  "test": 594
 },
 "eval_split": "test",
 "heldout": false
}