# 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