File size: 1,585 Bytes
a44cfb4 f4b9693 a44cfb4 |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 |
{
"feature_dim": 64,
"feature_groups": [
"price",
"time",
"lag",
"return",
"volatility",
"volume"
],
"feature_names": [
"close",
"high",
"low",
"open",
"volume",
"day_of_week",
"day_of_month",
"week_of_year",
"month",
"quarter",
"year",
"is_month_start",
"is_month_end",
"is_week_start",
"is_week_end",
"close_lag_1",
"close_lag_2",
"close_lag_3",
"close_lag_5",
"close_lag_10",
"high_lag_1",
"high_lag_2",
"high_lag_3",
"high_lag_5",
"high_lag_10",
"low_lag_1",
"low_lag_2",
"low_lag_3",
"low_lag_5",
"low_lag_10",
"volume_lag_1",
"volume_lag_2",
"volume_lag_3",
"volume_lag_5",
"volume_lag_10",
"future_return_1d",
"future_return_2d",
"future_return_10d",
"past_return_1d",
"past_return_2d",
"past_return_5d",
"past_return_10d",
"daily_range",
"daily_range_abs",
"gap",
"close_to_open",
"close_to_high",
"close_to_low",
"volatility_5d",
"volatility_10d",
"volatility_21d",
"atr_5d",
"atr_10d",
"atr_21d",
"momentum_5d",
"momentum_10d",
"momentum_21d",
"volume_change_5d",
"volume_change_10d",
"volume_change_21d",
"close_to_ma_5d",
"close_to_ma_10d",
"close_to_ma_21d",
"volume_change_rate"
],
"do_lower_case": false,
"model_max_length": 128,
"tokenizer_class": "FinancialFeatureProcessor",
"bos_token": "<bos>",
"eos_token": "<eos>",
"pad_token": "<pad>",
"unk_token": "<unk>"
} |