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Rajveer Pall commited on
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config.py
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from pathlib import Path
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EXPERIMENTS_DIR = ROOT_DIR / "experiments"
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TRANSACTION_COST_BPS = 10
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REBALANCE_FREQ
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from pathlib import Path
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# Root
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ROOT_DIR = Path(__file__).resolve().parent
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# Data paths
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DATA_DIR = ROOT_DIR / "data"
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RAW_DIR = DATA_DIR / "raw"
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PROCESSED_DIR = DATA_DIR / "processed"
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# Source paths
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SRC_DIR = ROOT_DIR / "src"
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# Output paths
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EXPERIMENTS_DIR = ROOT_DIR / "experiments"
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REPORT_DIR = ROOT_DIR / "report"
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# Data settings
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START_YEAR = 2018
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END_YEAR = 2024
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# Model settings
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FINBERT_MODEL = "ProsusAI/finbert"
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EMBED_MODEL = "all-MiniLM-L6-v2"
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BATCH_SIZE = 16
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DEVICE = "cuda"
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# Backtest settings
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TRANSACTION_COST_BPS = 10
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REBALANCE_FREQ = "Q"
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