68 lines
1.3 KiB
JSON
68 lines
1.3 KiB
JSON
{
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"model_type": "xgboost",
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"features": {
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"use_price_position": true,
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"use_momentum": true,
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"use_volatility": true,
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"use_volume": true,
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"use_cycle": true,
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"use_pca": false,
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"pca_variance": 0.95,
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"use_scaler": true
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},
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"target": {
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"type": "regression",
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"forward_periods_1h": [
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168,
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720,
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2160
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],
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"forward_periods_4h": [
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42,
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180,
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540
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],
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"weights": [
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0.2,
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0.3,
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0.5
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],
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"score_range": [
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0,
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100
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]
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},
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"hyperparameters": {
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"learning_rate": 0.01,
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"max_depth": 4,
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"n_estimators": 300,
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"subsample": 0.8,
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"colsample_bytree": 0.8,
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"min_child_weight": 20,
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"gamma": 0.3,
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"reg_alpha": 0.5,
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"reg_lambda": 3.0,
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"lstm_hidden_size": 128,
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"lstm_num_layers": 2,
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"lstm_dropout": 0.3,
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"lstm_epochs": 100,
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"lstm_batch_size": 64,
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"lstm_sequence_length": 30,
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"lstm_patience": 10
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},
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"strategy": {
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"strong_buy_threshold": 65,
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"good_buy_threshold": 55,
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"poor_threshold": 35
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},
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"training": {
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"rolling_window": true,
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"rolling_train_size": 2500,
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"rolling_test_size": 300,
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"walk_forward_windows": 5,
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"train_pct": 0.7,
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"validation_pct": 0.15,
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"test_pct": 0.15
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},
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"timeframe": "4h"
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} |