config.json

{
    "name": "Stock_CNN_LSTM",
    "n_gpu": 1,

    "arch": {
        "type": "CNNLSTMModel",
        "args": {}
    },
    "data_loader": {
        "type": "StockDataLoader",
        "args":{
            "data_dir": "./data_loader/processed_data/spy_processed.csv",
            "batch_size": 64,
            "shuffle": false,
            "validation_split": 0.3,
            "num_workers": 1,
            "input_columns": ["SMA_2_3", "EMA_2_3"],
            "target_columns": ["FSMA_10", "FEMA_10"],
            "window":10
        }
    },
    "optimizer": {
        "type": "Adam",
        "args":{
            "lr": 0.001,
            "weight_decay": 0,
            "amsgrad": true
        }
    },
    "loss": "mse_loss",
    "metrics": [
        "regression_binary_pred",
        "f1_score"
    ],
    "lr_scheduler": {
        "type": "StepLR",
        "args": {
            "step_size": 50,
            "gamma": 0.1
        }
    },
    "trainer": {
        "epochs": 2,

        "save_dir": "saved/",
        "save_period": 1,
        "verbosity": 2,

        "monitor": "min val_loss",
        "early_stop": 10,

        "tensorboard": true
    },

     "results": {
        "accuracy": 0,

        "f-1 score": 0
    }
}