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35 lines
868 B
35 lines
868 B
4 days ago
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# Stock 15-Minute Return Prediction - Experiment Configuration
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# Data Configuration
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data:
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dt_range: ['2020-01-01', '2023-12-31']
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feature_path: /data/parquet/stock_1min_alpha158
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kline_path: /data/parquet/stock_1min_kline
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industry_path: /data/parquet/stock_industry # Optional
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normalization_mode: dual # Options: industry, cs_zscore, dual
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# Model Configuration
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model:
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type: xgb
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params:
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objective: reg:squarederror
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eval_metric: rmse
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eta: 0.05
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max_depth: 6
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subsample: 0.8
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colsample_bytree: 0.8
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seed: 42
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num_boost_round: 500
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early_stopping_rounds: 50
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# Training Configuration
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training:
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positive_factor: 1.0 # Weight multiplier for positive returns
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negative_factor: 2.0 # Weight multiplier for negative returns
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# Output Configuration
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output:
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base_dir: results/stock_15m
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save_model: true
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save_predictions: true
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