File size: 1,067 Bytes
786a8c2 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 | {
"data": {
"tickers": {
"gold": "GC=F",
"silver": "SI=F",
"dxy": "DX-Y.NYB",
"vix": "^VIX",
"sp500": "^GSPC",
"oil": "CL=F",
"copper": "HG=F",
"tnx": "^TNX",
"btc": "BTC-USD"
},
"start": null,
"end": null,
"interval": "1d",
"raw_dir": "data/raw",
"processed_dir": "data/processed",
"use_fred": false,
"fred_series": {}
},
"features": {
"lags": [
1,
2,
3,
5,
10,
20,
60
],
"windows": [
5,
10,
20,
60
],
"min_history": 60,
"include_current_returns": true,
"include_ohlc_features": true,
"include_calendar_features": true
},
"backtest": {
"transaction_cost_bps": 10.0,
"annualization": 252,
"signal_threshold": 0.0
},
"search": {
"test_fraction": 0.2,
"n_splits": 5,
"validation_window": 126,
"gap": 1,
"random_state": 42,
"n_jobs": 1,
"max_trials": 16,
"include_xgboost": true,
"include_foundation_models": false
}
} |