From b7c1470b08f9d82afbd1cca3e40e10e0da8c0eef Mon Sep 17 00:00:00 2001
From: Filip Stefaniuk <filip.stefaniuk@gmail.com>
Date: Thu, 17 Oct 2024 21:23:30 +0200
Subject: [PATCH] update config

---
 .../informer-btcusdt-5m-quantile-returns.yaml | 25 -------------------
 .../informer-btcusdt-15m-quantile.yaml        | 21 +---------------
 .../informer-btcusdt-30m-quantile.yaml        | 21 +---------------
 3 files changed, 2 insertions(+), 65 deletions(-)
 delete mode 100644 configs/evaluations/informer-btcusdt-5m-quantile-returns.yaml

diff --git a/configs/evaluations/informer-btcusdt-5m-quantile-returns.yaml b/configs/evaluations/informer-btcusdt-5m-quantile-returns.yaml
deleted file mode 100644
index 29e9556..0000000
--- a/configs/evaluations/informer-btcusdt-5m-quantile-returns.yaml
+++ /dev/null
@@ -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
diff --git a/configs/experiments/informer-btcusdt-15m-quantile.yaml b/configs/experiments/informer-btcusdt-15m-quantile.yaml
index d3426b6..80b4131 100644
--- a/configs/experiments/informer-btcusdt-15m-quantile.yaml
+++ b/configs/experiments/informer-btcusdt-15m-quantile.yaml
@@ -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"
diff --git a/configs/experiments/informer-btcusdt-30m-quantile.yaml b/configs/experiments/informer-btcusdt-30m-quantile.yaml
index 36c3b26..e71cfac 100644
--- a/configs/experiments/informer-btcusdt-30m-quantile.yaml
+++ b/configs/experiments/informer-btcusdt-30m-quantile.yaml
@@ -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"