| { | |
| "num_input_channels": 12, | |
| "context_length": 60, | |
| "prediction_length": 1, | |
| "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, | |
| "sample_stride": 5, | |
| "use_returns": true, | |
| "min_week_days": 3, | |
| "feature_names": [ | |
| "open_ret", | |
| "high_ret", | |
| "low_ret", | |
| "close_ret", | |
| "volume_ret", | |
| "news_sentiment", | |
| "gross_margin", | |
| "operating_margin", | |
| "net_margin", | |
| "current_ratio", | |
| "debt_to_equity", | |
| "fundamental_age" | |
| ] | |
| } |