1name: feasibility2description: 50 instruments x 2 years (2021-2022, train period) to measure throughput, convergence and memory before freezing the main protocol.3paths: {cache: ~/wp41-cache}4universe: {manifest: data/manifests/universe_main.json, symbols_from: feasibility}5data: {dataset_stock: market_bars.stock.1m.raw, dataset_etf: market_bars.etf.1m.raw, start: "2020-12-01", end: "2022-12-30", warmup_sessions: 21}6windows: {L_A: 390, L_B: 390, L_C: 260, H: 60, m_min: 30, min_future_present: 0.8}7splits: {train_end: "2022-06-30", val_end: "2022-09-30", test_end: "2022-12-30", embargo_sessions: 1}8train: {model: small, batch_size: 64, max_steps: 3000, lr: 3.0e-4, warmup_steps: 200, weight_decay: 0.01, grad_clip: 1.0, eval_every: 500, patience: 4, origins_per_session: 4, seed: 1, num_workers: 8, eval_batch_size: 256}9eval: {stride: 10, horizons: [5, 15, 30, 60], n_samples: 256}10baselines: [naive, har, garch, trees]11reference: naive_rw12models:13 - {name: mrpt_small, preset: small, kwargs: {}, feature_set: full}14 - {name: mrpt_spec, preset: spec, kwargs: {}, feature_set: full}15