config.json

{
  "num_input_channels": 5,
  "context_length": 60,
  "prediction_length": 5,
  "patch_length": 16,
  "stride": 8,
  "d_model": 64,
  "num_attention_heads": 4,
  "num_hidden_layers": 2,
  "ffn_dim": 128,
  "dropout": 0.2,
  "batch_size": 32,
  "learning_rate": 0.0003,
  "epochs": 100,
  "validation_split": 0.2,
  "early_stopping_patience": 15,
  "weight_decay": 0.0001,
  "max_grad_norm": 1.0,
  "use_returns": true,
  "min_week_days": 3,
  "feature_names": [
    "open_ret",
    "high_ret",
    "low_ret",
    "close_ret",
    "volume_ret"
  ]
}