market-gpt-return-token / training_config.json
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Train MarketGPT return-token model
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{
"model_repo_id": "kyLELEng/market-gpt-return-token-v2",
"dataset_id": "siddharthmb/stocks-ohlcv",
"dataset_file": "ohlcv.csv",
"use_synthetic": false,
"synthetic_steps": 900,
"tickers": [
"AAPL",
"MSFT",
"AMZN",
"GOOGL",
"NVDA",
"TSLA",
"AMD",
"INTC",
"JPM",
"BAC",
"V",
"MA"
],
"num_assets": 12,
"num_buckets": 101,
"bucket_method": "quantile",
"clip_value": 5.0,
"vol_span": 60,
"context_steps": 128,
"prediction_steps": 32,
"window_stride": 1,
"train_fraction": 0.8,
"validation_fraction": 0.1,
"n_embd": 384,
"n_layer": 6,
"n_head": 6,
"dropout": 0.1,
"forecast_only_loss": true,
"per_device_train_batch_size": 4,
"per_device_eval_batch_size": 4,
"gradient_accumulation_steps": 8,
"learning_rate": 0.0003,
"weight_decay": 0.1,
"warmup_ratio": 0.05,
"num_train_epochs": 5.0,
"max_steps": -1,
"logging_steps": 20,
"eval_strategy": "epoch",
"save_strategy": "no",
"bf16": true,
"fp16": false,
"random_seed": 7,
"num_eval_contexts": 12,
"num_sample_paths": 24,
"generation_temperature": 1.0,
"generation_top_p": 0.95,
"max_csv_chunks": null,
"csv_chunksize": 500000,
"min_rows_per_ticker": 1000,
"output_dir": "market-gpt-return-token"
}