def get_default_level_1_daily_config() -> tuple[dict, dict, dict]: training_config = dict( meta_labeling_lvl_1 = False, dimensionality_reduction = True, n_features_to_select = 30, dynamic_feature_selection = True, expanding_window_level1 = False, expanding_window_level2 = False, sliding_window_size_level1 = 380, sliding_window_size_level2 = 1, retrain_every = 20, scaler = 'minmax', # 'normalize' 'minmax' 'standardize' 'none' ) data_config = dict( assets = ['daily_crypto'], other_assets = [], exogenous_data = [], load_non_target_asset= True, log_returns= True, forecasting_horizon = 1, own_features = ['level_2', 'date_days'], other_features = ['single_mom'], exogenous_features = ['standard_scaling'], index_column= 'int', method= 'classification', no_of_classes= 'three-balanced', narrow_format = False, ) regression_models = ["Lasso"] classification_models = ["KNN"] model_config = dict( level_1_models = regression_models if data_config['method'] == 'regression' else classification_models, level_2_model = None ) return model_config, training_config, data_config def get_default_level_2_hourly_config() -> tuple[dict, dict, dict]: training_config = dict( meta_labeling_lvl_1 = True, dimensionality_reduction = True, n_features_to_select = 30, dynamic_feature_selection = True, expanding_window_level1 = True, expanding_window_level2 = False, sliding_window_size_level1 = 2480, sliding_window_size_level2 = 1, retrain_every = 100, scaler = 'minmax', # 'normalize' 'minmax' 'standardize' 'none' ) data_config = dict( assets = ['hourly_crypto'], other_assets = [], exogenous_data = [], load_non_target_asset= True, log_returns= True, forecasting_horizon = 1, own_features = ['level_2', 'date_days', 'lags_up_to_5'], other_features = ['level_2'], exogenous_features = ['standard_scaling'], index_column= 'int', method= 'classification', no_of_classes= 'three-balanced', narrow_format = False, ) regression_models = ["Lasso", "KNN", "RF"] regression_ensemble_model = 'KNN' classification_models = ["LDA", "KNN", "CART", "RF", "StaticMom"] classification_ensemble_model = 'Ensemble_Average' model_config = dict( level_1_models = regression_models if data_config['method'] == 'regression' else classification_models, level_2_model = regression_ensemble_model if data_config['method'] == 'regression' else classification_ensemble_model ) return model_config, training_config, data_config def get_default_level_2_daily_config() -> tuple[dict, dict, dict]: training_config = dict( meta_labeling_lvl_1 = True, dimensionality_reduction = True, n_features_to_select = 30, dynamic_feature_selection = True, expanding_window_level1 = False, expanding_window_level2 = True, sliding_window_size_level1 = 380, sliding_window_size_level2 = 240, retrain_every = 20, scaler = 'minmax', # 'normalize' 'minmax' 'standardize' 'none' ) data_config = dict( assets = ['daily_crypto'], other_assets = ['daily_etf'], exogenous_data = ['daily_glassnode'], load_non_target_asset= True, log_returns= True, forecasting_horizon = 1, own_features = ['level_2', 'date_days', 'lags_up_to_5'], other_features = ['level_2', 'lags_up_to_5'], exogenous_features = ['standard_scaling'], index_column= 'int', method= 'classification', no_of_classes= 'two', narrow_format = False, ) regression_models = ["Lasso", "KNN", "RF"] regression_ensemble_model = 'KNN' classification_models = ['SVC', 'LDA', 'KNN', 'CART', 'NB', 'AB', 'RF', 'StaticMom'] classification_ensemble_model = 'LDA' model_config = dict( level_1_models = regression_models if data_config['method'] == 'regression' else classification_models, level_2_model = regression_ensemble_model if data_config['method'] == 'regression' else classification_ensemble_model ) return model_config, training_config, data_config