Datasets:
| # Small synthetic config — runs end-to-end in <1 minute on a laptop CPU. | |
| # This is the configuration that `make paper` and CI exercise. | |
| seed: 42 | |
| artifacts_dir: artifacts/small | |
| limit_pct: 0.098 | |
| costs_bps: 5.0 | |
| cov_lookback: 60 | |
| hidden: 64 | |
| loss_gamma: 0.1 | |
| synthetic: | |
| n_stocks: 200 | |
| n_dates: 500 | |
| start_date: "2022-01-04" | |
| annual_drift: 0.05 | |
| annual_vol: 0.30 | |
| market_beta: 0.6 | |
| halt_prob: 0.005 | |
| limit_pct: 0.10 | |
| seed: 42 | |
| device: cpu | |
| train: | |
| epochs: 8 | |
| batch_size: 1024 | |
| lr: 1.0e-3 | |
| weight_decay: 1.0e-5 | |
| grad_clip: 1.0 | |
| device: cpu | |
| log_every: 50 | |
| save_dir: artifacts/small/checkpoints | |
| val_split: 0.1 | |
| portfolio: | |
| risk_aversion: 5.0 | |
| weight_cap: 0.05 | |
| long_only: true | |
| cash_weight: 0.0 | |
| solver: SCS | |
| shrinkage: true | |