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{
"dataset": {
"total_days": 3572,
"date_range": "2010-10-19 to 2024-12-27",
"features": 13,
"target": "target_return"
},
"split": {
"train_days": 2821,
"val_days": 251,
"test_days": 499,
"train_pct": 78.97536394176932,
"val_pct": 7.026875699888017,
"test_pct": 13.96976483762598
},
"features": [
"hl_range",
"log_return",
"spy_return",
"co_range",
"return_lag2",
"return_lag5",
"volatility_20d",
"volume_change",
"day_cos",
"day_of_week",
"day_sin",
"month_cos",
"rolling_beta"
],
"prophet_regressors": [
"hl_range",
"spy_return",
"volatility_20d",
"rolling_beta",
"volume_change",
"co_range",
"day_cos",
"day_sin"
],
"lstm_sequence_length": 60,
"last_prices": {
"train": 178.08999633789062,
"val": 128.41000366210938,
"test": 257.8299865722656
},
"files_created": [
"feature_scaler.pkl",
"train_prophet.csv",
"val_prophet.csv",
"test_prophet.csv",
"X_train_lstm.npy",
"y_train_lstm.npy",
"X_val_lstm.npy",
"y_val_lstm.npy",
"X_test_lstm.npy",
"y_test_lstm.npy"
]
} |