| activation: gelu | |
| attn: full | |
| batch_size: 256 | |
| c_out: 1 | |
| cols: | |
| - XOM_logpctchange | |
| - CVX_logpctchange | |
| - COP_logpctchange | |
| - BP_logpctchange | |
| - PBR_logpctchange | |
| - WTI_logpctchange | |
| - EOG_logpctchange | |
| - ENB_logpctchange | |
| - SLB_logpctchange | |
| d_ff: 4096 #2048 | |
| d_model: 512 | |
| data_path: full_1h.csv | |
| # date_end: '2020-01-01' | |
| # date_start: '2012-01-01' | |
| # date_test: '2019-06-01' | |
| # date_test: '2020-11-01' | |
| # date_val: '2019-11-01' | |
| date_end: '2022-11-01' | |
| date_test: '2022-09-01' | |
| date_val: '2022-08-01' | |
| des: full_1h | |
| distil: false | |
| dont_shuffle_train: false | |
| dropout: 0.2 | |
| dropout_emb: 0.0 | |
| e_layers: 4 | |
| emb_t2v_app_dim: 16 | |
| enc_in: 9 | |
| factor: 5 | |
| features: MS | |
| final_mode: mode3 | |
| freq: h | |
| inverse_output: false | |
| inverse_pred: true | |
| label_len: 0 | |
| learning_rate: 1.0e-05 | |
| ln_mode: post | |
| loss: stock_tanhv1 | |
| lradj: null | |
| max_epochs: 100 | |
| mix: false | |
| model: stockformer | |
| n_heads: 8 | |
| no_early_stop: false | |
| no_scale_mean: true | |
| optim: Adam #Ranger | |
| output_attention: false | |
| patience: 1000 | |
| pred_len: 1 | |
| pre_loss: stock_tanhv4 | |
| pre_epochs: 60 | |
| root_path: ./data/stock/ | |
| scale: true | |
| seed: 1 | |
| seq_len: 32 | |
| t_embed: time2vec_app | |
| target: WTI_logpctchange | |