| { | |
| "data": { | |
| "tickers": { | |
| "gold": "GC=F", | |
| "silver": "SI=F", | |
| "dxy": "DX-Y.NYB", | |
| "vix": "^VIX", | |
| "sp500": "^GSPC", | |
| "oil": "CL=F", | |
| "copper": "HG=F", | |
| "tnx": "^TNX", | |
| "btc": "BTC-USD" | |
| }, | |
| "start": null, | |
| "end": null, | |
| "interval": "1d", | |
| "raw_dir": "data/raw", | |
| "processed_dir": "data/processed", | |
| "use_fred": false, | |
| "fred_series": {} | |
| }, | |
| "features": { | |
| "lags": [ | |
| 1, | |
| 2, | |
| 3, | |
| 5, | |
| 10, | |
| 20, | |
| 60 | |
| ], | |
| "windows": [ | |
| 5, | |
| 10, | |
| 20, | |
| 60 | |
| ], | |
| "min_history": 60, | |
| "include_current_returns": true, | |
| "include_ohlc_features": true, | |
| "include_calendar_features": true | |
| }, | |
| "backtest": { | |
| "transaction_cost_bps": 10.0, | |
| "annualization": 252, | |
| "signal_threshold": 0.0 | |
| }, | |
| "search": { | |
| "test_fraction": 0.2, | |
| "n_splits": 5, | |
| "validation_window": 126, | |
| "gap": 1, | |
| "random_state": 42, | |
| "n_jobs": 1, | |
| "max_trials": 16, | |
| "include_xgboost": true, | |
| "include_foundation_models": false | |
| } | |
| } |