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config.json
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config.json
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{
"data_settings": {
"ticker": "BTC-USD",
"symbol": "BTCUSD",
"data_path": "data/BTCUSD_1d.csv",
"scaled_data_path": "data/BTCUSD_1d_scaled_data.csv",
"data_sampling_interval": "1d",
"start_date": "2013-01-01",
"data_resampling_frequency": "D",
"technical_indicators": {
"SMA_50": 50,
"SMA_200": 200,
"EMA": 20,
"MACD": [12, 26, 9],
"RSI": 14,
"Bollinger": 20,
"ATR": 14,
"Stochastic": 14,
"Aroon": 25,
"Williams_R": 14,
"CMF": 20,
"CCI": 20,
"Ichimoku": {
"window1": 9,
"window2": 26,
"window3": 52
}
},
"targets": ["Open", "High", "Low", "Close", "Volume"],
"disabled_features": ["Adj Close"],
"all_features": [
"SMA_50",
"SMA_200",
"EMA",
"MACD",
"MACD_Signal",
"RSI",
"Bollinger_High",
"Bollinger_Low",
"ADX",
"OBV",
"VWAP",
"Stochastic",
"Aroon_Up",
"Aroon_Down",
"CCI",
"CMF",
"Ichimoku_Tenkan",
"Ichimoku_Kijun",
"Ichimoku_Senkou_Span_A",
"Ichimoku_Senkou_Span_B",
"Volume_SMA",
"Volume_Change",
"Volume_RSI",
"Vortex_Positive",
"Vortex_Negative",
"TRIX",
"PSAR",
"PSAR_Up",
"PSAR_Down"
],
"selected_features": ["MACD", "SMA_200", "EMA"]
},
"model_settings": {
"hidden_size": 391,
"num_layers": 1,
"dropout": 0.012239709228895848,
"learning_rate": 0.00020025239898961104,
"fc_output_size": 5,
"weight_decay": 8.99288758616325e-5,
"clip_value": 3.974825341474775,
"batch_size": 20,
"sequence_length": 16
},
"training_settings": {
"look_back": 120,
"look_forward": 30,
"epochs": 150,
"model_dir": "models",
"plot_dir": "plots",
"use_time_series_split": true,
"time_series_splits": 5,
"max_lag": 5
},
"logging_settings": {
"log_dir": "logs"
},
"backtesting_params": {
"initial_cash": 100000,
"trading_fee": 0.001,
"take_profit": 1.5,
"stop_loss": 1.2,
"trade_allocation": 0.1,
"max_open_trades": 5
}
}