added parameters for backtesting in the config file
Browse files- config.yaml +20 -13
config.yaml
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# Model configurations for StoDir
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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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features:
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horizons: [2, 5, 60, 250, 1000]
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data:
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training_tickers: ["AAPL", "MSFT", "GOOGL", "AMZN", "NVDA", "TSLA"]
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# Model configurations for StoDir
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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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features:
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horizons: [2, 5, 60, 250, 1000]
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data:
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training_tickers: ["AAPL", "MSFT", "GOOGL", "AMZN", "NVDA", "TSLA"]
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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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# The number of trading days to predict forward in each backtest step.
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step: 250
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