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spb/wp41_uqo

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1{2 "config": {3  "name": "synthetic_smoke",4  "description": "License-free end-to-end smoke run on synthetic bars (release example, CI).",5  "paths": {6   "cache": "/Users/simon-pierreboucher/Desktop/UQO/Recherche/Recherche-UQO/finance/wp41_uqo/data/synthetic/cache",7   "root": "/Users/simon-pierreboucher/Desktop/UQO/Recherche/Recherche-UQO/finance/wp41_uqo"8  },9  "universe": {10   "manifest": "data/manifests/universe_synthetic.json",11   "symbols_from": "pilot"12  },13  "data": {14   "dataset_stock": "synthetic",15   "dataset_etf": "synthetic",16   "start": "2024-01-02",17   "end": "2024-05-31",18   "warmup_sessions": 2119  },20  "windows": {21   "L_A": 390,22   "L_B": 390,23   "L_C": 260,24   "H": 60,25   "m_min": 30,26   "min_future_present": 0.827  },28  "splits": {29   "train_end": "2024-04-05",30   "val_end": "2024-04-30",31   "test_end": "2024-05-31",32   "embargo_sessions": 133  },34  "train": {35   "model": "tiny",36   "batch_size": 32,37   "max_steps": 60,38   "lr": 0.001,39   "warmup_steps": 10,40   "weight_decay": 0.01,41   "grad_clip": 1.0,42   "eval_every": 30,43   "patience": 3,44   "origins_per_session": 3,45   "seed": 1,46   "num_workers": 2,47   "eval_batch_size": 6448  },49  "eval": {50   "stride": 30,51   "horizons": [52    5,53    15,54    30,55    6056   ],57   "n_samples": 6458  },59  "baselines": [60   "naive",61   "har",62   "garch",63   "trees"64  ],65  "reference": "naive_rw",66  "models": [67   {68    "name": "mrpt_tiny",69    "preset": "tiny",70    "kwargs": {},71    "feature_set": "full"72   },73   {74    "name": "mrpt_tiny_copula",75    "preset": "tiny",76    "kwargs": {77     "copula_rank": 278    },79    "feature_set": "full",80    "keep_paths": true,81    "copula_steps": 4082   },83   {84    "name": "mlp",85    "kind": "mlp"86   }87  ]88 },89 "symbols": [90  "SYN00",91  "SYN01",92  "SYN02"93 ],94 "origins": {95  "train": 405,96  "val": 445,97  "test": 59498 },99 "eval_split": "test",100 "heldout": false101}
Files · 013c8cc25081c2aa0aed28c2b71bcb00657ec293
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