24 lines
403 B
JSON
24 lines
403 B
JSON
{
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"symbols": {
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"SPY": "SPY",
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"VIX": "VIXY",
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"TLT": "TLT",
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"USO": "USO"
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},
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"fractions": {
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"train": 0.7,
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"validation": 0.15,
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"test": 0.15
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},
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"model": {
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"n_estimators": 300,
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"max_depth": 1,
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"learning_rate": 0.01,
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"subsample": 0.7,
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"colsample_bytree": 0.7,
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"early_stopping_rounds": 20,
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"random_state": 42,
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"eval_metric": "logloss"
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}
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}
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