from utils.load_data import get_crypto_assets import feature_extractors.feature_extractor_presets as feature_extractor_presets from models.model_map import model_names_classification, model_names_regression def get_default_config() -> tuple[dict, dict, dict]: training_config = dict( sliding_window_size = 150, retrain_every = 20, scaler = 'minmax', # 'normalize' 'minmax' 'standardize' 'none' include_original_data_in_ensemble = True, ) data_config = dict( path='data/', all_assets = get_crypto_assets('data/'), load_other_assets= False, log_returns= True, forecasting_horizon = 1, own_features= feature_extractor_presets.date + feature_extractor_presets.level1, other_features= [], index_column= 'int', method= 'classification', ) # regression_models = ["Lasso", "Ridge", "BayesianRidge", "KNN", "AB", "LR", "MLP", "RF", "SVR"] regression_models = model_names_regression regression_ensemble_models = ['Ensemble_Average'] # classification_models = ["LR", "LDA", "KNN", "CART", "NB", "AB", "RF", "StaticMom"] classification_models = model_names_classification classification_ensemble_models = ['Ensemble_Average'] model_config = dict( level_1_models = regression_models if data_config['method'] == 'regression' else classification_models, level_2_models = regression_ensemble_models if data_config['method'] == 'regression' else classification_ensemble_models ) return model_config, training_config, data_config