From 308fa5b8915990eb984e0d67d7868cedefd0955f Mon Sep 17 00:00:00 2001
From: Filip Stefaniuk <filip.stefaniuk@gmail.com>
Date: Sun, 22 Sep 2024 21:41:48 +0200
Subject: [PATCH] Add configs for gmadl 30m

---
 .../informer-btcusdt-30m-gmadl2.yaml          | 27 +++++++
 .../informer-btcusdt-30m-gmadl2.yaml          | 70 +++++++++++++++++++
 2 files changed, 97 insertions(+)
 create mode 100644 configs/evaluations/informer-btcusdt-30m-gmadl2.yaml
 create mode 100644 configs/experiments/informer-btcusdt-30m-gmadl2.yaml

diff --git a/configs/evaluations/informer-btcusdt-30m-gmadl2.yaml b/configs/evaluations/informer-btcusdt-30m-gmadl2.yaml
new file mode 100644
index 0000000..c81c384
--- /dev/null
+++ b/configs/evaluations/informer-btcusdt-30m-gmadl2.yaml
@@ -0,0 +1,27 @@
+program: ./scripts/train.py
+name: informer-btcusdt-30m-gmadl-eval
+project: wne-masters-thesis-testing
+command:
+  - ${env}
+  - ${interpreter}
+  - ${program}
+  - "./configs/experiments/informer-btcusdt-30m-gmadl2.yaml"
+  - "--patience"
+  - "20"
+  - "--store-predictions"
+  - "--val-check-interval"
+  - "100"
+method: grid
+metric:
+  goal: minimize
+  name: val_loss
+parameters:
+  data:
+    parameters:
+      dataset: 
+        value: "btc-usdt-30m:latest"
+      validation:
+        value: 0.2
+      sliding_window:
+        min: 0
+        max: 5
diff --git a/configs/experiments/informer-btcusdt-30m-gmadl2.yaml b/configs/experiments/informer-btcusdt-30m-gmadl2.yaml
new file mode 100644
index 0000000..e81bff0
--- /dev/null
+++ b/configs/experiments/informer-btcusdt-30m-gmadl2.yaml
@@ -0,0 +1,70 @@
+future_window:
+  value: 2
+past_window:
+  value: 26
+batch_size:
+  value: 128
+max_epochs:
+  value: 40
+data:
+  value:
+    dataset: "btc-usdt-30m:latest"
+    sliding_window: 0
+    validation: 0.2
+fields:
+  value:
+    time_index: "time_index"
+    target: "returns"
+    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:
+      - "effective_rates"
+      - "vix_close_price"
+      - "fear_greed_index"
+      - "vol_1d"
+      - "vol_7d"
+    dynamic_known_cat:
+      - "hour"
+      - "weekday"
+    static_real: []
+    static_cat: []
+loss:
+  value:
+   name: "GMADL"
+   a: 1000
+   b: 2
+model:
+  value:
+    name: "Informer"
+    d_model: 256
+    d_fully_connected: 256
+    n_attention_heads: 4
+    dropout: 0.1
+    n_encoder_layers: 2
+    n_decoder_layers: 1
+    learning_rate: 0.001
+    optimizer: "Adam"