AsifSayyed commited on
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3470555
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1 Parent(s): ce49bb7

added parameters for backtesting in the config file

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  1. config.yaml +20 -13
config.yaml CHANGED
@@ -1,13 +1,20 @@
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- # Model configurations for StoDir
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-
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- model_params:
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- n_estimators: 200
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- min_samples_split: 50
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- random_state: 42
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-
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- features:
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- horizons: [2, 5, 60, 250, 1000]
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-
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- data:
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- training_tickers: ["AAPL", "MSFT", "GOOGL", "AMZN", "NVDA", "TSLA"]
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-
 
 
 
 
 
 
 
 
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+ # Model configurations for StoDir
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+
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+ model_params:
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+ n_estimators: 200
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+ min_samples_split: 50
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+ random_state: 42
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+
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+ features:
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+ horizons: [2, 5, 60, 250, 1000]
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+
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+ data:
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+ training_tickers: ["AAPL", "MSFT", "GOOGL", "AMZN", "NVDA", "TSLA"]
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+
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+ backtesting:
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+ # The minimum number of trading days to use for the first training period.
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+ # 250 days is roughly one year. 1000 is ~4 years.
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+ start: 1000
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+
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+ # The number of trading days to predict forward in each backtest step.
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+ step: 250