70 lines
1.5 KiB
YAML
70 lines
1.5 KiB
YAML
future_window:
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value: 5
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past_window:
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value: 22
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batch_size:
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value: 64
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max_epochs:
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value: 30
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data:
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value:
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dataset: "btc-usdt-5m:latest"
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sliding_window: 0
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validation: 0.2
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fields:
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value:
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time_index: "time_index"
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target: "close_price"
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group_ids: ["group_id"]
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dynamic_unknown_real:
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- "high_price"
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- "low_price"
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- "open_price"
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- "close_price"
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- "volume"
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- "open_to_close_price"
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- "high_to_close_price"
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- "low_to_close_price"
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- "high_to_low_price"
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- "returns"
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- "log_returns"
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- "vol_1h"
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- "macd"
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- "macd_signal"
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- "rsi"
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- "low_bband_to_close_price"
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- "up_bband_to_close_price"
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- "mid_bband_to_close_price"
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- "sma_1h_to_close_price"
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- "sma_1d_to_close_price"
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- "sma_7d_to_close_price"
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- "ema_1h_to_close_price"
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- "ema_1d_to_close_price"
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dynamic_unknown_cat: []
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dynamic_known_real:
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- "effective_rates"
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- "vix_close_price"
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- "fear_greed_index"
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- "vol_1d"
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- "vol_7d"
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dynamic_known_cat:
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- "hour"
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- "weekday"
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static_real: []
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static_cat: []
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loss:
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value:
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name: "Quantile"
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quantiles: [0.01, 0.02, 0.03, 0.05, 0.1, 0.25, 0.5, 0.75, 0.9, 0.95, 0.97, 0.98, 0.99]
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model:
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value:
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name: "Informer"
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d_model: 256
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d_fully_connected: 512
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n_attention_heads: 2
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dropout: 0.05
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n_encoder_layers: 1
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n_decoder_layers: 1
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learning_rate: 0.0001
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optimizer: "Adam"
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