1name: pilot2description: 20 instruments x 3 months (train-period slice) to validate download -> features -> model -> evaluation -> LaTeX.3paths:4 cache: ~/wp41-cache5universe:6 manifest: data/manifests/universe_main.json7 n_pilot: 208 pilot_seed: 419data:10 dataset_stock: market_bars.stock.1m.raw11 dataset_etf: market_bars.etf.1m.raw12 start: "2022-09-01" # 1 month of warm-up history before the first origin13 end: "2022-12-30"14 warmup_sessions: 2115windows:16 L_A: 39017 L_B: 39018 L_C: 26019 H: 6020 m_min: 3021 min_future_present: 0.822splits: # pilot-only chronological split inside the slice (sessions)23 train_end: "2022-11-30"24 val_end: "2022-12-15"25 test_end: "2022-12-30"26train:27 model: small28 batch_size: 6429 max_steps: 60030 lr: 3.0e-431 warmup_steps: 5032 weight_decay: 0.0133 grad_clip: 1.034 eval_every: 10035 origins_per_session: 636 seed: 137 num_workers: 438eval:39 stride: 1040 horizons: [5, 15, 30, 60]41 n_samples: 25642baselines: [naive, har, garch, trees]43reference: naive_rw44models:45 - name: mrpt_small46 preset: small47 kwargs: {}48 feature_set: full49 - name: mrpt_small_1m_only50 preset: small51 kwargs: {branches: [A]}52 feature_set: full53 - name: tcn54 kind: tcn55 - name: mlp56 kind: mlp57