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Browse files- configs/stonkex.yaml +129 -0
configs/stonkex.yaml
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| 1 |
+
data:
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| 2 |
+
tickers: !!seq
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| 3 |
+
- AAPL
|
| 4 |
+
- MSFT
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| 5 |
+
- GOOGL
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| 6 |
+
- AMZN
|
| 7 |
+
- META
|
| 8 |
+
- NVDA
|
| 9 |
+
- TSLA
|
| 10 |
+
- BRK-B
|
| 11 |
+
- JPM
|
| 12 |
+
- JNJ
|
| 13 |
+
- V
|
| 14 |
+
- PG
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| 15 |
+
- MA
|
| 16 |
+
- UNH
|
| 17 |
+
- HD
|
| 18 |
+
- BAC
|
| 19 |
+
- XOM
|
| 20 |
+
- DIS
|
| 21 |
+
- KO
|
| 22 |
+
- PEP
|
| 23 |
+
- ABBV
|
| 24 |
+
- COST
|
| 25 |
+
- CRM
|
| 26 |
+
- AVGO
|
| 27 |
+
- ACN
|
| 28 |
+
- ADBE
|
| 29 |
+
- CSCO
|
| 30 |
+
- WMT
|
| 31 |
+
- NFLX
|
| 32 |
+
- INTC
|
| 33 |
+
- T
|
| 34 |
+
- AMD
|
| 35 |
+
- QCOM
|
| 36 |
+
- HON
|
| 37 |
+
- NKE
|
| 38 |
+
- ORCL
|
| 39 |
+
- TXN
|
| 40 |
+
- IBM
|
| 41 |
+
- SBUX
|
| 42 |
+
- CAT
|
| 43 |
+
- LLY
|
| 44 |
+
- MRK
|
| 45 |
+
- MDT
|
| 46 |
+
- CVX
|
| 47 |
+
- AMAT
|
| 48 |
+
- PFE
|
| 49 |
+
- LIN
|
| 50 |
+
- MCD
|
| 51 |
+
- DHR
|
| 52 |
+
- UPS
|
| 53 |
+
- LOW
|
| 54 |
+
- PM
|
| 55 |
+
- UNP
|
| 56 |
+
- GS
|
| 57 |
+
- RTX
|
| 58 |
+
- BKNG
|
| 59 |
+
- BLK
|
| 60 |
+
- LMT
|
| 61 |
+
- SPGI
|
| 62 |
+
- PYPL
|
| 63 |
+
- C
|
| 64 |
+
- ADP
|
| 65 |
+
- INTU
|
| 66 |
+
- MU
|
| 67 |
+
- GILD
|
| 68 |
+
- TMO
|
| 69 |
+
- DE
|
| 70 |
+
- BMY
|
| 71 |
+
- AMGN
|
| 72 |
+
- BA
|
| 73 |
+
- SO
|
| 74 |
+
start: "2010-01-01"
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| 75 |
+
end: "2024-09-01"
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| 76 |
+
interval: "1d"
|
| 77 |
+
provider: "yfinance"
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| 78 |
+
cache_dir: "data/raw"
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| 79 |
+
|
| 80 |
+
features:
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| 81 |
+
window: 192
|
| 82 |
+
horizon: 10
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| 83 |
+
indicators:
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| 84 |
+
- returns
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| 85 |
+
- log_returns
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| 86 |
+
- sma
|
| 87 |
+
- ema
|
| 88 |
+
- rsi
|
| 89 |
+
- macd
|
| 90 |
+
- stochastic
|
| 91 |
+
- atr
|
| 92 |
+
- bollinger
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| 93 |
+
- obv
|
| 94 |
+
|
| 95 |
+
targets:
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| 96 |
+
kind: "future_return"
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| 97 |
+
horizon: 10
|
| 98 |
+
threshold: 0.0015
|
| 99 |
+
|
| 100 |
+
model:
|
| 101 |
+
architecture: "transformer"
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| 102 |
+
d_model: 256
|
| 103 |
+
n_heads: 8
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| 104 |
+
num_layers: 6
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| 105 |
+
dropout: 0.05
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| 106 |
+
|
| 107 |
+
optimizer:
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| 108 |
+
lr: 0.0002
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| 109 |
+
weight_decay: 0.02
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| 110 |
+
betas: [0.9, 0.97]
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| 111 |
+
|
| 112 |
+
trainer:
|
| 113 |
+
max_epochs: 120
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| 114 |
+
batch_size: 32
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| 115 |
+
gradient_accumulation_steps: 4
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| 116 |
+
device: "cpu"
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| 117 |
+
precision: "bf16"
|
| 118 |
+
gradient_clip: 0.5
|
| 119 |
+
log_interval: 10
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| 120 |
+
eval_interval: 1
|
| 121 |
+
hf_repo_id: "LimmeDev/stonkex-dataset"
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| 122 |
+
hf_private: true
|
| 123 |
+
|
| 124 |
+
experiment:
|
| 125 |
+
seed: 2025
|
| 126 |
+
project: "stonkex"
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| 127 |
+
run_name: "hf_zero_gpu"
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| 128 |
+
output_dir: "outputs"
|
| 129 |
+
hf_token_env: "HUGGINGFACE_TOKEN"
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