future_window:
  value: 2
past_window:
  value: 30
batch_size:
  value: 128
max_epochs:
  value: 40
data:
  value:
    dataset: "btc-usdt-15m: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: 2
    dropout: 0.1
    n_encoder_layers: 2
    n_decoder_layers: 1
    learning_rate: 0.0001
    optimizer: "Adam"