[auto] Update DeePM model weights and signals
Browse files- models/deepm_optionA_best.pt +1 -1
- models/deepm_optionA_evar_best.pt +1 -1
- models/deepm_optionA_sharpe_best.pt +1 -1
- models/deepm_optionA_w1_evar.pt +1 -1
- models/deepm_optionA_w1_sharpe.pt +1 -1
- models/deepm_optionA_w2_evar.pt +1 -1
- models/deepm_optionA_w2_sharpe.pt +1 -1
- models/deepm_optionA_w3_evar.pt +1 -1
- models/deepm_optionA_w3_sharpe.pt +1 -1
- models/deepm_optionA_w4_evar.pt +1 -1
- models/deepm_optionA_w4_sharpe.pt +1 -1
- models/deepm_optionA_w5_evar.pt +1 -1
- models/deepm_optionA_w5_sharpe.pt +1 -1
- models/deepm_optionA_w6_evar.pt +1 -1
- models/deepm_optionA_w6_sharpe.pt +1 -1
- models/deepm_optionA_w7_evar.pt +1 -1
- models/deepm_optionA_w7_sharpe.pt +1 -1
- models/deepm_optionA_w8_evar.pt +1 -1
- models/deepm_optionA_w8_sharpe.pt +1 -1
- models/deepm_optionA_window_best.pt +1 -1
- models/deepm_optionB_best.pt +1 -1
- models/deepm_optionB_evar_best.pt +1 -1
- models/deepm_optionB_sharpe_best.pt +1 -1
- models/deepm_optionB_w1_evar.pt +1 -1
- models/deepm_optionB_w1_sharpe.pt +1 -1
- models/deepm_optionB_w2_evar.pt +1 -1
- models/deepm_optionB_w2_sharpe.pt +1 -1
- models/deepm_optionB_w3_evar.pt +1 -1
- models/deepm_optionB_w3_sharpe.pt +1 -1
- models/deepm_optionB_w4_evar.pt +1 -1
- models/deepm_optionB_w4_sharpe.pt +1 -1
- models/deepm_optionB_w5_evar.pt +1 -1
- models/deepm_optionB_w5_sharpe.pt +1 -1
- models/deepm_optionB_w6_evar.pt +1 -1
- models/deepm_optionB_w6_sharpe.pt +1 -1
- models/deepm_optionB_w7_evar.pt +1 -1
- models/deepm_optionB_w7_sharpe.pt +1 -1
- models/deepm_optionB_w8_evar.pt +1 -1
- models/deepm_optionB_w8_sharpe.pt +1 -1
- models/deepm_optionB_window_best.pt +1 -1
- models/latest_signals.json +66 -66
- models/meta_optionA.json +127 -115
- models/meta_optionA_window.json +36 -36
- models/meta_optionB.json +71 -79
- models/meta_optionB_window.json +38 -38
- models/scaler_optionB_window.pkl +1 -1
- models/signal_A.json +14 -14
- models/signal_A_window.json +13 -13
- models/signal_B.json +18 -18
- models/signal_B_window.json +20 -20
models/deepm_optionA_best.pt
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models/meta_optionA_window.json
CHANGED
|
@@ -1,14 +1,14 @@
|
|
| 1 |
{
|
| 2 |
"option": "A",
|
| 3 |
-
"trained_at": "2026-03-
|
| 4 |
-
"elapsed_sec":
|
| 5 |
"n_windows": 8,
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| 6 |
"winning_window": 8,
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| 7 |
"winning_train_start": "2022-01-01",
|
| 8 |
"winning_train_end": "2024-12-31",
|
| 9 |
"winning_loss": "sharpe",
|
| 10 |
-
"oos_ann_return": 0.
|
| 11 |
-
"oos_sharpe":
|
| 12 |
"all_windows": [
|
| 13 |
{
|
| 14 |
"window_id": 1,
|
|
@@ -18,8 +18,8 @@
|
|
| 18 |
"loss_fn": "evar",
|
| 19 |
"n_train": 4214,
|
| 20 |
"n_oos": 305,
|
| 21 |
-
"oos_ann_return": 0.
|
| 22 |
-
"oos_sharpe": 1.
|
| 23 |
"model_path": "models/deepm_optionA_w1_evar.pt"
|
| 24 |
},
|
| 25 |
{
|
|
@@ -30,8 +30,8 @@
|
|
| 30 |
"loss_fn": "sharpe",
|
| 31 |
"n_train": 4214,
|
| 32 |
"n_oos": 305,
|
| 33 |
-
"oos_ann_return": 0.
|
| 34 |
-
"oos_sharpe":
|
| 35 |
"model_path": "models/deepm_optionA_w1_sharpe.pt"
|
| 36 |
},
|
| 37 |
{
|
|
@@ -42,8 +42,8 @@
|
|
| 42 |
"loss_fn": "evar",
|
| 43 |
"n_train": 3774,
|
| 44 |
"n_oos": 305,
|
| 45 |
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"oos_ann_return": 0.
|
| 46 |
-
"oos_sharpe": 1.
|
| 47 |
"model_path": "models/deepm_optionA_w2_evar.pt"
|
| 48 |
},
|
| 49 |
{
|
|
@@ -54,8 +54,8 @@
|
|
| 54 |
"loss_fn": "sharpe",
|
| 55 |
"n_train": 3774,
|
| 56 |
"n_oos": 305,
|
| 57 |
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"oos_ann_return": 0.
|
| 58 |
-
"oos_sharpe": 1.
|
| 59 |
"model_path": "models/deepm_optionA_w2_sharpe.pt"
|
| 60 |
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|
| 61 |
{
|
|
@@ -66,8 +66,8 @@
|
|
| 66 |
"loss_fn": "evar",
|
| 67 |
"n_train": 3270,
|
| 68 |
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|
| 69 |
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"oos_ann_return": 0.
|
| 70 |
-
"oos_sharpe": 1.
|
| 71 |
"model_path": "models/deepm_optionA_w3_evar.pt"
|
| 72 |
},
|
| 73 |
{
|
|
@@ -78,8 +78,8 @@
|
|
| 78 |
"loss_fn": "sharpe",
|
| 79 |
"n_train": 3270,
|
| 80 |
"n_oos": 305,
|
| 81 |
-
"oos_ann_return": 0.
|
| 82 |
-
"oos_sharpe": 1.
|
| 83 |
"model_path": "models/deepm_optionA_w3_sharpe.pt"
|
| 84 |
},
|
| 85 |
{
|
|
@@ -90,8 +90,8 @@
|
|
| 90 |
"loss_fn": "evar",
|
| 91 |
"n_train": 2768,
|
| 92 |
"n_oos": 305,
|
| 93 |
-
"oos_ann_return": 0.
|
| 94 |
-
"oos_sharpe": 1.
|
| 95 |
"model_path": "models/deepm_optionA_w4_evar.pt"
|
| 96 |
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|
| 97 |
{
|
|
@@ -102,8 +102,8 @@
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|
| 102 |
"loss_fn": "sharpe",
|
| 103 |
"n_train": 2768,
|
| 104 |
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|
| 105 |
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"oos_ann_return": 0.
|
| 106 |
-
"oos_sharpe": 1.
|
| 107 |
"model_path": "models/deepm_optionA_w4_sharpe.pt"
|
| 108 |
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|
| 109 |
{
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|
@@ -114,8 +114,8 @@
|
|
| 114 |
"loss_fn": "evar",
|
| 115 |
"n_train": 2264,
|
| 116 |
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|
| 117 |
-
"oos_ann_return": 0.
|
| 118 |
-
"oos_sharpe": 1.
|
| 119 |
"model_path": "models/deepm_optionA_w5_evar.pt"
|
| 120 |
},
|
| 121 |
{
|
|
@@ -126,8 +126,8 @@
|
|
| 126 |
"loss_fn": "sharpe",
|
| 127 |
"n_train": 2264,
|
| 128 |
"n_oos": 305,
|
| 129 |
-
"oos_ann_return": 0.
|
| 130 |
-
"oos_sharpe": 1.
|
| 131 |
"model_path": "models/deepm_optionA_w5_sharpe.pt"
|
| 132 |
},
|
| 133 |
{
|
|
@@ -138,8 +138,8 @@
|
|
| 138 |
"loss_fn": "evar",
|
| 139 |
"n_train": 1761,
|
| 140 |
"n_oos": 305,
|
| 141 |
-
"oos_ann_return": 0.
|
| 142 |
-
"oos_sharpe": 1.
|
| 143 |
"model_path": "models/deepm_optionA_w6_evar.pt"
|
| 144 |
},
|
| 145 |
{
|
|
@@ -150,8 +150,8 @@
|
|
| 150 |
"loss_fn": "sharpe",
|
| 151 |
"n_train": 1761,
|
| 152 |
"n_oos": 305,
|
| 153 |
-
"oos_ann_return": 0.
|
| 154 |
-
"oos_sharpe": 1.
|
| 155 |
"model_path": "models/deepm_optionA_w6_sharpe.pt"
|
| 156 |
},
|
| 157 |
{
|
|
@@ -162,8 +162,8 @@
|
|
| 162 |
"loss_fn": "evar",
|
| 163 |
"n_train": 1258,
|
| 164 |
"n_oos": 305,
|
| 165 |
-
"oos_ann_return": 0.
|
| 166 |
-
"oos_sharpe": 1.
|
| 167 |
"model_path": "models/deepm_optionA_w7_evar.pt"
|
| 168 |
},
|
| 169 |
{
|
|
@@ -174,8 +174,8 @@
|
|
| 174 |
"loss_fn": "sharpe",
|
| 175 |
"n_train": 1258,
|
| 176 |
"n_oos": 305,
|
| 177 |
-
"oos_ann_return": 0.
|
| 178 |
-
"oos_sharpe": 1.
|
| 179 |
"model_path": "models/deepm_optionA_w7_sharpe.pt"
|
| 180 |
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|
| 181 |
{
|
|
@@ -186,8 +186,8 @@
|
|
| 186 |
"loss_fn": "evar",
|
| 187 |
"n_train": 753,
|
| 188 |
"n_oos": 305,
|
| 189 |
-
"oos_ann_return": 0.
|
| 190 |
-
"oos_sharpe":
|
| 191 |
"model_path": "models/deepm_optionA_w8_evar.pt"
|
| 192 |
},
|
| 193 |
{
|
|
@@ -198,8 +198,8 @@
|
|
| 198 |
"loss_fn": "sharpe",
|
| 199 |
"n_train": 753,
|
| 200 |
"n_oos": 305,
|
| 201 |
-
"oos_ann_return": 0.
|
| 202 |
-
"oos_sharpe":
|
| 203 |
"model_path": "models/deepm_optionA_w8_sharpe.pt"
|
| 204 |
}
|
| 205 |
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|
|
|
|
| 1 |
{
|
| 2 |
"option": "A",
|
| 3 |
+
"trained_at": "2026-03-24T10:48:05.088347",
|
| 4 |
+
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|
| 5 |
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|
| 6 |
"winning_window": 8,
|
| 7 |
"winning_train_start": "2022-01-01",
|
| 8 |
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|
| 9 |
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|
| 10 |
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"oos_ann_return": 0.4337,
|
| 11 |
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|
| 12 |
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|
| 13 |
{
|
| 14 |
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|
|
|
|
| 18 |
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|
| 19 |
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|
| 20 |
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|
| 21 |
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|
| 22 |
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|
| 23 |
"model_path": "models/deepm_optionA_w1_evar.pt"
|
| 24 |
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|
| 25 |
{
|
|
|
|
| 30 |
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|
| 31 |
"n_train": 4214,
|
| 32 |
"n_oos": 305,
|
| 33 |
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"oos_ann_return": 0.0723,
|
| 34 |
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"oos_sharpe": 1.0278,
|
| 35 |
"model_path": "models/deepm_optionA_w1_sharpe.pt"
|
| 36 |
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|
| 37 |
{
|
|
|
|
| 42 |
"loss_fn": "evar",
|
| 43 |
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|
| 44 |
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|
| 45 |
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"oos_ann_return": 0.0682,
|
| 46 |
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|
| 47 |
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|
| 48 |
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|
| 49 |
{
|
|
|
|
| 54 |
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|
| 55 |
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|
| 56 |
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|
| 57 |
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|
| 58 |
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|
| 59 |
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|
| 60 |
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|
| 61 |
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|
| 66 |
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|
| 67 |
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|
| 68 |
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|
| 69 |
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|
| 70 |
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|
| 71 |
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|
| 72 |
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| 73 |
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|
| 78 |
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|
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|
| 80 |
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|
| 83 |
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|
| 84 |
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| 90 |
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| 96 |
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| 174 |
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|
| 180 |
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|
| 186 |
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models/meta_optionB.json
CHANGED
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@@ -1,7 +1,7 @@
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| 1 |
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| 2 |
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models/meta_optionB_window.json
CHANGED
|
@@ -1,14 +1,14 @@
|
|
| 1 |
{
|
| 2 |
"option": "B",
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| 3 |
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| 4 |
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"elapsed_sec":
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@@ -18,8 +18,8 @@
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| 24 |
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| 25 |
{
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@@ -30,8 +30,8 @@
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|
| 30 |
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| 31 |
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| 35 |
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@@ -42,8 +42,8 @@
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| 42 |
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|
| 48 |
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| 49 |
{
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|
@@ -54,8 +54,8 @@
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|
| 54 |
"loss_fn": "sharpe",
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| 55 |
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| 59 |
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| 60 |
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| 61 |
{
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|
@@ -66,8 +66,8 @@
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|
| 66 |
"loss_fn": "evar",
|
| 67 |
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| 68 |
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| 69 |
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| 70 |
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| 71 |
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|
| 72 |
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|
| 73 |
{
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|
@@ -78,8 +78,8 @@
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|
| 78 |
"loss_fn": "sharpe",
|
| 79 |
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| 80 |
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| 81 |
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|
| 82 |
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|
| 83 |
"model_path": "models/deepm_optionB_w3_sharpe.pt"
|
| 84 |
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|
| 85 |
{
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|
@@ -90,8 +90,8 @@
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|
| 90 |
"loss_fn": "evar",
|
| 91 |
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| 92 |
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| 93 |
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| 94 |
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|
| 95 |
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|
| 96 |
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|
| 97 |
{
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|
@@ -102,8 +102,8 @@
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|
| 102 |
"loss_fn": "sharpe",
|
| 103 |
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| 104 |
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| 105 |
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| 106 |
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| 107 |
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|
| 108 |
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|
| 109 |
{
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|
@@ -114,8 +114,8 @@
|
|
| 114 |
"loss_fn": "evar",
|
| 115 |
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|
| 116 |
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|
| 117 |
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|
| 118 |
-
"oos_sharpe":
|
| 119 |
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|
| 120 |
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|
| 121 |
{
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|
@@ -126,8 +126,8 @@
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|
| 126 |
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|
| 127 |
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|
| 128 |
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|
| 129 |
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|
| 130 |
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|
| 131 |
"model_path": "models/deepm_optionB_w5_sharpe.pt"
|
| 132 |
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| 133 |
{
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|
@@ -138,8 +138,8 @@
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|
| 138 |
"loss_fn": "evar",
|
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|
| 140 |
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| 141 |
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|
| 142 |
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|
| 143 |
"model_path": "models/deepm_optionB_w6_evar.pt"
|
| 144 |
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|
| 145 |
{
|
|
@@ -150,8 +150,8 @@
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|
| 150 |
"loss_fn": "sharpe",
|
| 151 |
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|
| 152 |
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|
| 153 |
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| 154 |
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|
| 155 |
"model_path": "models/deepm_optionB_w6_sharpe.pt"
|
| 156 |
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|
| 157 |
{
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|
@@ -162,8 +162,8 @@
|
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"loss_fn": "evar",
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|
| 164 |
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|
| 165 |
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|
| 166 |
-
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|
| 167 |
"model_path": "models/deepm_optionB_w7_evar.pt"
|
| 168 |
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|
| 169 |
{
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|
@@ -174,8 +174,8 @@
|
|
| 174 |
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|
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|
| 176 |
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| 177 |
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|
| 178 |
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|
| 179 |
"model_path": "models/deepm_optionB_w7_sharpe.pt"
|
| 180 |
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|
| 181 |
{
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|
@@ -186,8 +186,8 @@
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|
| 186 |
"loss_fn": "evar",
|
| 187 |
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|
| 188 |
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|
| 189 |
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|
| 190 |
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|
| 191 |
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|
| 192 |
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|
| 193 |
{
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|
@@ -198,8 +198,8 @@
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|
| 198 |
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|
| 199 |
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| 200 |
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| 201 |
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| 202 |
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| 203 |
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|
| 204 |
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|
| 205 |
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|
|
|
| 1 |
{
|
| 2 |
"option": "B",
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CHANGED
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models/signal_B.json
CHANGED
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@@ -4,22 +4,22 @@
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|
| 4 |
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| 5 |
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models/signal_B_window.json
CHANGED
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@@ -4,22 +4,22 @@
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|
| 4 |
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|
| 5 |
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| 6 |
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|
| 35 |
"winning_loss": "sharpe",
|
| 36 |
+
"oos_ann_return": 0.5296,
|
| 37 |
+
"oos_sharpe": 2.3296
|
| 38 |
}
|