zhutoutoutousan
131 lines
2.6 KiB
JSON
131 lines
2.6 KiB
JSON
{
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"symbol": "US500",
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"timeframe": "H1",
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"lookback": 48,
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"num_features": 24,
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"feature_columns": [
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"open",
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"high",
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"low",
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"close",
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"tick_volume",
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"rsi",
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"ema20_n",
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"ema50_n",
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"atr_n",
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"price_change",
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"high_low_ratio",
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"volume_ma",
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"volume_ratio",
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"rsi7_n",
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"rsi21_n",
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"rsi_fast_slow_spread",
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"rsi_velocity",
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"rsi_accel",
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"rsi_dist_mid_50",
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"rsi_cross_overbought",
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"rsi_cross_oversold",
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"rsi_cross_50_up",
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"rsi_cross_50_down",
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"session_asian_utc"
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],
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"num_classes": 5,
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"class_names": [
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"HOLD",
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"BUY",
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"SELL_SHORT",
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"CLOSE_LONG",
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"CLOSE_SHORT"
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],
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"train_window": [
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"2010-01-01",
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"2020-01-01"
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],
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"oos_window": [
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"2020-01-01",
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"2025-01-01"
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],
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"scaler_fit_on": "train_only_rows_before_2020",
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"clustering": "KMeans n=12 on forward returns (1,2,4,8,16) ATR-norm; sample reweight train",
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"scaler_feature_max": [
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],
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"scaler_scale": [
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],
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"oos_val_accuracy": 0.293920636177063,
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"oos_val_loss": 1.5438036918640137,
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"notes": "ONNX for repo EAs; convert to ENKS externally if required."
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} |