Upload neural_operator_2026-05-19.json with huggingface_hub
Browse files- neural_operator_2026-05-19.json +235 -0
neural_operator_2026-05-19.json
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| 1 |
+
{
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| 2 |
+
"run_date": "2026-05-19",
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| 3 |
+
"config": {
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| 4 |
+
"HF_DATA_REPO": "P2SAMAPA/fi-etf-macro-signal-master-data",
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| 5 |
+
"HF_DATA_FILE": "master_data.parquet",
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| 6 |
+
"HF_OUTPUT_REPO": "P2SAMAPA/p2-etf-neural-operator-results",
|
| 7 |
+
"FI_COMMODITIES_TICKERS": [
|
| 8 |
+
"TLT",
|
| 9 |
+
"VCIT",
|
| 10 |
+
"LQD",
|
| 11 |
+
"HYG",
|
| 12 |
+
"VNQ",
|
| 13 |
+
"GLD",
|
| 14 |
+
"SLV"
|
| 15 |
+
],
|
| 16 |
+
"EQUITY_SECTORS_TICKERS": [
|
| 17 |
+
"SPY",
|
| 18 |
+
"QQQ",
|
| 19 |
+
"XLK",
|
| 20 |
+
"XLF",
|
| 21 |
+
"XLE",
|
| 22 |
+
"XLV",
|
| 23 |
+
"XLI",
|
| 24 |
+
"XLY",
|
| 25 |
+
"XLP",
|
| 26 |
+
"XLU",
|
| 27 |
+
"GDX",
|
| 28 |
+
"XME",
|
| 29 |
+
"IWF",
|
| 30 |
+
"XSD",
|
| 31 |
+
"XBI",
|
| 32 |
+
"IWM"
|
| 33 |
+
],
|
| 34 |
+
"ALL_TICKERS": [
|
| 35 |
+
"XBI",
|
| 36 |
+
"IWM",
|
| 37 |
+
"XSD",
|
| 38 |
+
"XLV",
|
| 39 |
+
"VCIT",
|
| 40 |
+
"XLF",
|
| 41 |
+
"XLY",
|
| 42 |
+
"XLK",
|
| 43 |
+
"XLE",
|
| 44 |
+
"XLU",
|
| 45 |
+
"XLI",
|
| 46 |
+
"HYG",
|
| 47 |
+
"XME",
|
| 48 |
+
"XLP",
|
| 49 |
+
"LQD",
|
| 50 |
+
"VNQ",
|
| 51 |
+
"TLT",
|
| 52 |
+
"QQQ",
|
| 53 |
+
"GLD",
|
| 54 |
+
"IWF",
|
| 55 |
+
"SPY",
|
| 56 |
+
"GDX",
|
| 57 |
+
"SLV"
|
| 58 |
+
],
|
| 59 |
+
"UNIVERSES": {
|
| 60 |
+
"FI_COMMODITIES": [
|
| 61 |
+
"TLT",
|
| 62 |
+
"VCIT",
|
| 63 |
+
"LQD",
|
| 64 |
+
"HYG",
|
| 65 |
+
"VNQ",
|
| 66 |
+
"GLD",
|
| 67 |
+
"SLV"
|
| 68 |
+
],
|
| 69 |
+
"EQUITY_SECTORS": [
|
| 70 |
+
"SPY",
|
| 71 |
+
"QQQ",
|
| 72 |
+
"XLK",
|
| 73 |
+
"XLF",
|
| 74 |
+
"XLE",
|
| 75 |
+
"XLV",
|
| 76 |
+
"XLI",
|
| 77 |
+
"XLY",
|
| 78 |
+
"XLP",
|
| 79 |
+
"XLU",
|
| 80 |
+
"GDX",
|
| 81 |
+
"XME",
|
| 82 |
+
"IWF",
|
| 83 |
+
"XSD",
|
| 84 |
+
"XBI",
|
| 85 |
+
"IWM"
|
| 86 |
+
],
|
| 87 |
+
"COMBINED": [
|
| 88 |
+
"XBI",
|
| 89 |
+
"IWM",
|
| 90 |
+
"XSD",
|
| 91 |
+
"XLV",
|
| 92 |
+
"VCIT",
|
| 93 |
+
"XLF",
|
| 94 |
+
"XLY",
|
| 95 |
+
"XLK",
|
| 96 |
+
"XLE",
|
| 97 |
+
"XLU",
|
| 98 |
+
"XLI",
|
| 99 |
+
"HYG",
|
| 100 |
+
"XME",
|
| 101 |
+
"XLP",
|
| 102 |
+
"LQD",
|
| 103 |
+
"VNQ",
|
| 104 |
+
"TLT",
|
| 105 |
+
"QQQ",
|
| 106 |
+
"GLD",
|
| 107 |
+
"IWF",
|
| 108 |
+
"SPY",
|
| 109 |
+
"GDX",
|
| 110 |
+
"SLV"
|
| 111 |
+
]
|
| 112 |
+
},
|
| 113 |
+
"TRAIN_START": "2008-01-01",
|
| 114 |
+
"TRAIN_END": "2026-04-23",
|
| 115 |
+
"VALIDATION_SPLIT": 0.2,
|
| 116 |
+
"MIN_OBSERVATIONS": 252,
|
| 117 |
+
"MODEL_TYPE": "FNO",
|
| 118 |
+
"FNO_MODES": 24,
|
| 119 |
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"FNO_HIDDEN_CHANNELS": 96,
|
| 120 |
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"FNO_N_LAYERS": 6,
|
| 121 |
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"FNO_DOMAIN_PADDING": 0.1,
|
| 122 |
+
"BATCH_SIZE": 64,
|
| 123 |
+
"LEARNING_RATE": 0.0005,
|
| 124 |
+
"WEIGHT_DECAY": 1e-05,
|
| 125 |
+
"EPOCHS": 150,
|
| 126 |
+
"EARLY_STOP_PATIENCE": 15,
|
| 127 |
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"RANKING_LOSS_WEIGHT": 0.3,
|
| 128 |
+
"RANDOM_SEED": 42,
|
| 129 |
+
"MAX_RUNTIME_SECONDS": 18000,
|
| 130 |
+
"FALLBACK_MODEL": "MLP",
|
| 131 |
+
"RISK_FREE_RATE": 0.02,
|
| 132 |
+
"TIME_TO_MATURITY": 1.0,
|
| 133 |
+
"TODAY": "2026-05-19"
|
| 134 |
+
},
|
| 135 |
+
"daily_trading": {
|
| 136 |
+
"universes": {
|
| 137 |
+
"FI_COMMODITIES": {
|
| 138 |
+
"TLT": 20.298948,
|
| 139 |
+
"VCIT": 17.776213,
|
| 140 |
+
"LQD": 20.082711,
|
| 141 |
+
"HYG": 15.807952,
|
| 142 |
+
"VNQ": 16.10518,
|
| 143 |
+
"GLD": 65.996673,
|
| 144 |
+
"SLV": 22.110138
|
| 145 |
+
},
|
| 146 |
+
"EQUITY_SECTORS": {
|
| 147 |
+
"SPY": 110.882619,
|
| 148 |
+
"QQQ": 92.524483,
|
| 149 |
+
"XLK": 47.573772,
|
| 150 |
+
"XLF": 66.899392,
|
| 151 |
+
"XLE": 86.741812,
|
| 152 |
+
"XLV": 51.638229,
|
| 153 |
+
"XLI": 58.230398,
|
| 154 |
+
"XLY": 61.587861,
|
| 155 |
+
"XLP": 59.111732,
|
| 156 |
+
"XLU": 64.731686,
|
| 157 |
+
"GDX": 65.173165,
|
| 158 |
+
"XME": 90.001434,
|
| 159 |
+
"IWF": 58.47308,
|
| 160 |
+
"XSD": 76.254591,
|
| 161 |
+
"XBI": 58.34296,
|
| 162 |
+
"IWM": 78.453215
|
| 163 |
+
},
|
| 164 |
+
"COMBINED": {
|
| 165 |
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"XBI": 93.908975,
|
| 166 |
+
"IWM": 72.331555,
|
| 167 |
+
"XSD": 73.318645,
|
| 168 |
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"XLV": 77.454024,
|
| 169 |
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"VCIT": 60.903737,
|
| 170 |
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"XLF": 71.769813,
|
| 171 |
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"XLY": 66.353828,
|
| 172 |
+
"XLK": 72.723963,
|
| 173 |
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"XLE": 99.326149,
|
| 174 |
+
"XLU": 75.27363,
|
| 175 |
+
"XLI": 66.982087,
|
| 176 |
+
"HYG": 102.694954,
|
| 177 |
+
"XME": 68.043758,
|
| 178 |
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"XLP": 49.001327,
|
| 179 |
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"LQD": 80.407585,
|
| 180 |
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"VNQ": 53.121817,
|
| 181 |
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"TLT": 60.652708,
|
| 182 |
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"QQQ": 110.20577,
|
| 183 |
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"GLD": 117.068309,
|
| 184 |
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"IWF": 38.861347,
|
| 185 |
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"SPY": 129.601929,
|
| 186 |
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"GDX": 81.974241,
|
| 187 |
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"SLV": 53.361408
|
| 188 |
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}
|
| 189 |
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},
|
| 190 |
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"top_picks": {
|
| 191 |
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"FI_COMMODITIES": [
|
| 192 |
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{
|
| 193 |
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"ticker": "GLD",
|
| 194 |
+
"score": 65.996673
|
| 195 |
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},
|
| 196 |
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{
|
| 197 |
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"ticker": "SLV",
|
| 198 |
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"score": 22.110138
|
| 199 |
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},
|
| 200 |
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{
|
| 201 |
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"ticker": "TLT",
|
| 202 |
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"score": 20.298948
|
| 203 |
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}
|
| 204 |
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],
|
| 205 |
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"EQUITY_SECTORS": [
|
| 206 |
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{
|
| 207 |
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"ticker": "SPY",
|
| 208 |
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"score": 110.882619
|
| 209 |
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},
|
| 210 |
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{
|
| 211 |
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"ticker": "QQQ",
|
| 212 |
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"score": 92.524483
|
| 213 |
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},
|
| 214 |
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{
|
| 215 |
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"ticker": "XME",
|
| 216 |
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"score": 90.001434
|
| 217 |
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}
|
| 218 |
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],
|
| 219 |
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"COMBINED": [
|
| 220 |
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{
|
| 221 |
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"ticker": "SPY",
|
| 222 |
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"score": 129.601929
|
| 223 |
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|
| 224 |
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|
| 225 |
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"ticker": "GLD",
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| 226 |
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| 227 |
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| 228 |
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| 229 |
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"ticker": "QQQ",
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| 230 |
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"score": 110.20577
|
| 231 |
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|
| 232 |
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|
| 233 |
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}
|
| 234 |
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}
|
| 235 |
+
}
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