diff --git a/configs/experiments/informer-btcusdt-5m-quantile.yaml b/configs/experiments/informer-btcusdt-5m-quantile.yaml index 69f9bed..ccad344 100644 --- a/configs/experiments/informer-btcusdt-5m-quantile.yaml +++ b/configs/experiments/informer-btcusdt-5m-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"