| { | |
| "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>" | |
| } |