68 lines
1.3 KiB
YAML
68 lines
1.3 KiB
YAML
backtest:
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initial_capital: 10000.0
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transaction_cost: 0.0005
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base_dirs:
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logs: logs
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models: models
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results: results
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calibration:
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edge_threshold: 0.55
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recalibrate_every_n: 0
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recalibration_window: 10000
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control:
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generate_plots: true
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run_backtest: true
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sac_load_run_id: null
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sac_load_step: final
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sac_resume_run_id: null
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sac_resume_step: final
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train_gru: true
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train_sac: true
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data:
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db_dir: ../data/crypto_market_data
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end_date: '2025-03-10'
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exchange: bnbspot
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interval: 1min
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start_date: '2024-06-01'
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ticker: SOL-USDT
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environment:
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initial_capital: 10000.0
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transaction_cost: 0.0005
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experience:
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generate_new_on_epoch: false
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gru:
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batch_size: 256
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composite_loss_kappa: 0.0
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epochs: 25
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lookback: 60
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model_load_run_id: '20250417_173635'
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patience: 5
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prediction_horizon: 5
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recency_weighting:
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enabled: true
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linear_end: 1.0
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linear_start: 0.2
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signed_weighting_beta: 0.0
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run_id_template: '{timestamp}'
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sac:
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actor_lr: 3e-4
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alpha: 0.2
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alpha_auto_tune: true
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batch_size: 256
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buffer_max_size: 100000
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gamma: 0.97
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hidden_size: 64
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log_interval: 1000
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min_buffer_size: 2000
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ou_noise_dt: 0.01
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ou_noise_stddev: 0.2
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ou_noise_theta: 0.15
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save_interval: 10000
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state_dim: 5
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tau: 0.02
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total_training_steps: 100
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use_batch_norm: true
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split_ratios:
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train: 0.6
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validation: 0.2
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