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63 lines
1.4 KiB
YAML
63 lines
1.4 KiB
YAML
qlib_init:
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provider_uri: "~/.qlib/qlib_data/cn_data"
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region: cn
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data_loader_config: &data_loader_config
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class: StaticDataLoader
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module_path: qlib.data.dataset.loader
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kwargs:
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config:
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feature: data/feature.pkl
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label: data/label.pkl
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model_config: &model_config
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input_size: 16
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hidden_size: 64
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num_layers: 2
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num_heads: 4
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use_attn: False
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dropout: 0.1
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num_states: &num_states 3
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tra_config: &tra_config
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num_states: *num_states
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hidden_size: 16
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tau: 1.0
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src_info: LR_TPE
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task:
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model:
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class: TRAModel
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module_path: src/model.py
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kwargs:
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lr: 0.0005
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n_epochs: 500
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max_steps_per_epoch: 100
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early_stop: 20
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seed: 1000
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logdir: output/test/transformer_tra
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model_type: Transformer
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model_config: *model_config
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tra_config: *tra_config
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lamb: 1.0
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rho: 0.99
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freeze_model: True
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model_init_state: output/test/transformer_tra_init/model.bin
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dataset:
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class: MTSDatasetH
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module_path: src/dataset.py
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kwargs:
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handler:
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class: DataHandler
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module_path: qlib.data.dataset.handler
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kwargs:
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data_loader: *data_loader_config
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segments:
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train: [2007-10-30, 2016-05-27]
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valid: [2016-09-26, 2018-05-29]
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test: [2018-09-21, 2020-06-30]
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seq_len: 60
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horizon: 21
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num_states: *num_states
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batch_size: 512 |