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update config

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This commit is contained in:
Filip Stefaniuk 2024-10-17 21:23:30 +02:00
parent a6aa22646a
commit b7c1470b08
3 changed files with 2 additions and 65 deletions
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25
configs/evaluations/informer-btcusdt-5m-quantile-returns.yaml
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@ -1,25 +0,0 @@
program: ./scripts/train.py
name: informer-btcusdt-5m-quantile-eval
project: wne-masters-thesis-testing
command:
- ${env}
- ${interpreter}
- ${program}
- "./configs/experiments/informer-btcusdt-5m-quantile-returns.yaml"
- "--patience"
- "20"
- "--store-predictions"
method: grid
metric:
goal: minimize
name: val_loss
parameters:
data:
parameters:
dataset:
value: "btc-usdt-5m:latest"
validation:
value: 0.2
sliding_window:
min: 0
max: 5

21
configs/experiments/informer-btcusdt-15m-quantile.yaml
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@ -14,7 +14,7 @@ data:
fields:
value:
time_index: "time_index"
target: "close_price"
target: "returns"
group_ids: ["group_id"]
dynamic_unknown_real:
- "high_price"
@ -22,31 +22,12 @@ fields:
- "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"

21
configs/experiments/informer-btcusdt-30m-quantile.yaml
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@ -14,7 +14,7 @@ data:
fields:
value:
time_index: "time_index"
target: "close_price"
target: "returns"
group_ids: ["group_id"]
dynamic_unknown_real:
- "high_price"
@ -22,31 +22,12 @@ fields:
- "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"