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strategy_configs.json
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46 lines (45 loc) · 968 Bytes
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{
"LSTM_Strategy": {
"lookback_period": 60,
"sequence_length": 20,
"lstm_units": 50,
"epochs": 50,
"batch_size": 32,
"prediction_threshold": 0.02,
"min_samples": 200
},
"SVM_Strategy": {
"lookback_period": 50,
"kernel": "rbf",
"C": 1.0,
"gamma": "scale",
"min_samples": 100
},
"Ensemble_ML_Strategy": {
"lookback_period": 50,
"n_estimators": 100,
"max_depth": 10,
"learning_rate": 0.1,
"min_samples": 100
},
"Transformer_Strategy": {
"lookback_period": 60,
"sequence_length": 20,
"model_name": "distilbert-base-uncased",
"min_samples": 200
},
"RL_Strategy": {
"lookback_period": 100,
"algorithm": "DQN",
"min_samples": 500,
"training_steps": 10000
},
"Multi_Timeframe": {
"timeframes": ["1h", "4h", "1d"],
"timeframe_weights": {
"1h": 0.3,
"4h": 0.3,
"1d": 0.4
}
}
}