Prediction and model training work

2026-08-06 17:22:57 +03:00
parent fddcc9190a
commit 465e09fc82
13 changed files with 1689 additions and 403 deletions
@@ -0,0 +1,23 @@
+{
+  "symbols": {
+    "SPY": "SPY",
+    "VIX": "VIXY",
+    "TLT": "TLT",
+    "USO": "USO"
+  },
+  "fractions": {
+    "train": 0.7,
+    "validation": 0.15,
+    "test": 0.15
+  },
+  "model": {
+    "n_estimators": 300,
+    "max_depth": 1,
+    "learning_rate": 0.01,
+    "subsample": 0.7,
+    "colsample_bytree": 0.7,
+    "early_stopping_rounds": 20,
+    "random_state": 42,
+    "eval_metric": "logloss"
+  }
+}