future_window:
  value: 1
past_window:
  value: 24
batch_size:
  value: 64
max_epochs:
  value: 30
data:
  value:
    dataset: "btc-usdt-5m:latest"
    sliding_window: 4
    validation: 0.2
    fields:
      time_index: "time_index"
      target: "close_price"
      group_ids: ["group_id"]
      dynamic_unknown_real:
        - "high_price"
        - "low_price"
        - "open_price"
        - "close_price"
        - "volume"
        - "open_to_close_price"
        - "high_to_close_price"
        - "low_to_close_price"
        - "high_to_low_price"
        - "returns"
        - "log_returns"
        - "vol_1h"
        - "macd"
        - "macd_signal"
        - "rsi"
        - "low_bband_to_close_price"
        - "up_bband_to_close_price"
        - "mid_bband_to_close_price"
        - "sma_1h_to_close_price"
        - "sma_1d_to_close_price"
        - "sma_7d_to_close_price"
        - "ema_1h_to_close_price"
        - "ema_1d_to_close_price"
      dynamic_unknown_cat: []
      dynamic_known_real: []
      dynamic_known_cat:
        - "hour"
      static_real:
        - "effective_rates"
        - "vix_close_price"
        - "fear_greed_index"
        - "vol_1d"
        - "vol_7d"
      static_cat:
        - "weekday"
loss:
  value:
   name: "Quantile"
   quantiles: [0.02, 0.1, 0.5, 0.9, 0.98]
model:
  value:
    name: "TemporalFusionTransformer"
    hidden_size: 64
    dropout: 0.1
    attention_head_size: 2
    hidden_continuous_size: 8
    learning_rate: 0.001
    optimizer: "Adam"
