[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 +2 -2
- 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/meta_optionA.json +135 -91
- models/meta_optionA_window.json +38 -38
- models/meta_optionB.json +73 -74
- models/meta_optionB_window.json +36 -36
- models/scaler_optionA_window.pkl +1 -1
models/deepm_optionA_best.pt
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| 117 |
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|
| 118 |
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| 119 |
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{
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@@ -126,8 +126,8 @@
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"loss_fn": "sharpe",
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"n_train": 2264,
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"n_oos": 305,
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"model_path": "models/deepm_optionA_w5_sharpe.pt"
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{
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"loss_fn": "evar",
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"n_train": 1761,
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"oos_ann_return": 0.
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| 143 |
"model_path": "models/deepm_optionA_w6_evar.pt"
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{
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@@ -150,8 +150,8 @@
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"model_path": "models/deepm_optionA_w6_sharpe.pt"
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{
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@@ -162,8 +162,8 @@
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"loss_fn": "evar",
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"n_train": 1258,
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| 165 |
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"oos_ann_return": 0.
|
| 166 |
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"oos_sharpe": 1.
|
| 167 |
"model_path": "models/deepm_optionA_w7_evar.pt"
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{
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@@ -174,8 +174,8 @@
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"n_oos": 305,
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{
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],
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| 1 |
{
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"trained_at": "2026-03-27T23:47:55.034578",
|
| 4 |
+
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|
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|
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"winning_window": 3,
|
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|
| 8 |
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|
| 9 |
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|
| 10 |
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|
| 11 |
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|
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| 13 |
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|
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|
| 23 |
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|
| 24 |
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| 25 |
{
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| 33 |
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|
| 34 |
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|
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{
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| 46 |
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|
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|
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{
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|
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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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|
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|
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|
| 69 |
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|
| 70 |
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|
| 71 |
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|
| 72 |
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{
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|
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|
| 81 |
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|
| 82 |
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|
| 83 |
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|
| 84 |
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| 85 |
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| 93 |
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| 94 |
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| 95 |
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|
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| 106 |
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|
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|
| 109 |
{
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|
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|
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|
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|
| 117 |
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|
| 118 |
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|
| 119 |
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|
| 120 |
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|
| 121 |
{
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|
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|
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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 |
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|
| 132 |
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|
| 133 |
{
|
|
|
|
| 138 |
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|
| 139 |
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|
| 140 |
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|
| 141 |
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"oos_ann_return": 0.0788,
|
| 142 |
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|
| 143 |
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|
| 144 |
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|
| 145 |
{
|
|
|
|
| 150 |
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|
| 151 |
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|
| 152 |
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|
| 153 |
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|
| 154 |
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|
| 155 |
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|
| 156 |
},
|
| 157 |
{
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| 162 |
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|
| 163 |
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|
| 164 |
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|
| 165 |
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|
| 166 |
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|
| 167 |
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|
| 168 |
},
|
| 169 |
{
|
|
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|
| 174 |
"loss_fn": "sharpe",
|
| 175 |
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|
| 176 |
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|
| 177 |
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|
| 178 |
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|
| 179 |
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|
| 180 |
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|
| 181 |
{
|
|
|
|
| 186 |
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|
| 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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|
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|
| 199 |
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|
| 200 |
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|
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|
| 202 |
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|
| 203 |
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|
| 204 |
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|
| 205 |
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|
models/meta_optionB.json
CHANGED
|
@@ -1,7 +1,7 @@
|
|
| 1 |
{
|
| 2 |
"option": "B",
|
| 3 |
-
"trained_at": "2026-03-
|
| 4 |
-
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@@ -23,12 +23,12 @@
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|
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| 24 |
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| 27 |
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| 30 |
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| 31 |
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| 32 |
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| 33 |
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@@ -40,76 +40,76 @@
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| 41 |
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| 43 |
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|
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|
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|
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|
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|
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|
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|
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|
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| 59 |
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| 60 |
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| 61 |
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| 79 |
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| 97 |
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| 102 |
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|
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|
| 106 |
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| 107 |
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| 111 |
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| 112 |
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|
@@ -123,6 +123,5 @@
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| 123 |
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|
| 1 |
{
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| 114 |
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| 115 |
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| 123 |
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|
| 124 |
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| 125 |
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|
| 126 |
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|
| 127 |
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|
models/meta_optionB_window.json
CHANGED
|
@@ -1,14 +1,14 @@
|
|
| 1 |
{
|
| 2 |
"option": "B",
|
| 3 |
-
"trained_at": "2026-03-
|
| 4 |
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| 5 |
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| 6 |
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|
| 7 |
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|
| 8 |
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|
| 9 |
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|
| 10 |
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| 11 |
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| 12 |
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|
| 13 |
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|
| 14 |
"window_id": 1,
|
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@@ -18,8 +18,8 @@
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| 18 |
"loss_fn": "evar",
|
| 19 |
"n_train": 4218,
|
| 20 |
"n_oos": 305,
|
| 21 |
-
"oos_ann_return": 0.
|
| 22 |
-
"oos_sharpe": 0.
|
| 23 |
"model_path": "models/deepm_optionB_w1_evar.pt"
|
| 24 |
},
|
| 25 |
{
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@@ -30,8 +30,8 @@
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| 30 |
"loss_fn": "sharpe",
|
| 31 |
"n_train": 4218,
|
| 32 |
"n_oos": 305,
|
| 33 |
-
"oos_ann_return": 0.
|
| 34 |
-
"oos_sharpe":
|
| 35 |
"model_path": "models/deepm_optionB_w1_sharpe.pt"
|
| 36 |
},
|
| 37 |
{
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@@ -42,8 +42,8 @@
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| 42 |
"loss_fn": "evar",
|
| 43 |
"n_train": 3774,
|
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"n_oos": 305,
|
| 45 |
-
"oos_ann_return": 0.
|
| 46 |
-
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|
| 47 |
"model_path": "models/deepm_optionB_w2_evar.pt"
|
| 48 |
},
|
| 49 |
{
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@@ -54,8 +54,8 @@
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| 54 |
"loss_fn": "sharpe",
|
| 55 |
"n_train": 3774,
|
| 56 |
"n_oos": 305,
|
| 57 |
-
"oos_ann_return": 0.
|
| 58 |
-
"oos_sharpe":
|
| 59 |
"model_path": "models/deepm_optionB_w2_sharpe.pt"
|
| 60 |
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| 61 |
{
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@@ -66,8 +66,8 @@
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| 66 |
"loss_fn": "evar",
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"n_train": 3270,
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|
| 69 |
-
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|
| 70 |
-
"oos_sharpe": 1.
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| 71 |
"model_path": "models/deepm_optionB_w3_evar.pt"
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},
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{
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@@ -78,8 +78,8 @@
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"loss_fn": "sharpe",
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"n_train": 3270,
|
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"n_oos": 305,
|
| 81 |
-
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|
| 82 |
-
"oos_sharpe": 1.
|
| 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",
|
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"n_train": 2768,
|
| 92 |
"n_oos": 305,
|
| 93 |
-
"oos_ann_return": 0.
|
| 94 |
-
"oos_sharpe": 1.
|
| 95 |
"model_path": "models/deepm_optionB_w4_evar.pt"
|
| 96 |
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|
| 97 |
{
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@@ -102,8 +102,8 @@
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| 102 |
"loss_fn": "sharpe",
|
| 103 |
"n_train": 2768,
|
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"n_oos": 305,
|
| 105 |
-
"oos_ann_return": 0.
|
| 106 |
-
"oos_sharpe":
|
| 107 |
"model_path": "models/deepm_optionB_w4_sharpe.pt"
|
| 108 |
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|
| 109 |
{
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@@ -114,8 +114,8 @@
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| 114 |
"loss_fn": "evar",
|
| 115 |
"n_train": 2264,
|
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|
| 117 |
-
"oos_ann_return": 0.
|
| 118 |
-
"oos_sharpe": 1.
|
| 119 |
"model_path": "models/deepm_optionB_w5_evar.pt"
|
| 120 |
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{
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@@ -126,8 +126,8 @@
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"loss_fn": "sharpe",
|
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"n_train": 2264,
|
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"n_oos": 305,
|
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-
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|
| 130 |
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"oos_sharpe": 1.
|
| 131 |
"model_path": "models/deepm_optionB_w5_sharpe.pt"
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{
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@@ -138,8 +138,8 @@
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"loss_fn": "evar",
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|
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|
| 142 |
-
"oos_sharpe": 1.
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| 143 |
"model_path": "models/deepm_optionB_w6_evar.pt"
|
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{
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@@ -150,8 +150,8 @@
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"loss_fn": "sharpe",
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"n_train": 1761,
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|
| 153 |
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"oos_ann_return": 0.
|
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"oos_sharpe":
|
| 155 |
"model_path": "models/deepm_optionB_w6_sharpe.pt"
|
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|
| 157 |
{
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@@ -162,8 +162,8 @@
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"loss_fn": "evar",
|
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|
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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 @@
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|
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|
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|
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|
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|
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{
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@@ -186,8 +186,8 @@
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"loss_fn": "evar",
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|
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|
| 190 |
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|
| 191 |
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|
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|
| 193 |
{
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@@ -198,8 +198,8 @@
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|
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|
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| 201 |
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|
| 202 |
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|
| 203 |
"model_path": "models/deepm_optionB_w8_sharpe.pt"
|
| 204 |
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|
| 205 |
],
|
|
|
|
| 1 |
{
|
| 2 |
"option": "B",
|
| 3 |
+
"trained_at": "2026-03-28T00:45:58.733658",
|
| 4 |
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|
| 5 |
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| 6 |
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| 7 |
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|
| 8 |
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|
| 9 |
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| 10 |
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| 11 |
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| 12 |
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| 13 |
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| 14 |
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| 18 |
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| 19 |
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| 20 |
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| 22 |
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| 23 |
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|
| 24 |
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|
| 25 |
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|
| 30 |
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| 31 |
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| 32 |
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| 35 |
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| 36 |
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| 37 |
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|
| 42 |
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| 43 |
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| 44 |
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| 47 |
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|
| 48 |
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|
| 49 |
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|
| 54 |
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| 55 |
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|
| 60 |
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| 61 |
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|
| 66 |
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| 72 |
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| 78 |
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| 90 |
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| 96 |
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| 102 |
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| 108 |
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| 114 |
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|
| 120 |
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| 121 |
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|
| 126 |
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|
| 132 |
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| 133 |
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|
| 138 |
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| 139 |
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|
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|
| 141 |
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|
| 142 |
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|
| 143 |
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|
| 144 |
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| 145 |
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|
| 150 |
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| 151 |
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| 156 |
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| 157 |
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|
| 162 |
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| 163 |
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|
| 168 |
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| 169 |
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|
| 174 |
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| 175 |
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| 176 |
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|
| 178 |
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|
| 179 |
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|
| 180 |
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| 181 |
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| 186 |
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| 187 |
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|
| 191 |
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|
| 192 |
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|
| 193 |
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| 198 |
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| 199 |
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| 203 |
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|
| 204 |
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|
| 205 |
],
|
models/scaler_optionA_window.pkl
CHANGED
|
@@ -1,3 +1,3 @@
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
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| 2 |
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oid sha256:
|
| 3 |
size 941
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|
|
| 1 |
version https://git-lfs.github.com/spec/v1
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oid sha256:7c038e7844e4a194e195e8b0b88b155e43a20785b51359d81208718a8e614fc5
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