config.yml

# Data processing
RAW_DATA_PATH: 'data'
CLEAN_DATA_PATH: 'data_clean'
STOCK_DATA_PATH: 'stock_data'
EXPERIMENT_LOGS_PATH: 'experiment_logs'
STONK_PATH: 'stonks'
ALLOWED_DATASETS: ['gspc', 'hsi', 'ks11', 'sx5e']
INDEX_SYMBOLS: { '^GSPC', '^HSI', '^KOSPI' }
INDEX_SPLITS: {
  "gspc": {
    "train": ["1987-01-02", "2002-11-04"],
    "valid": ["2002-11-05", "2006-08-10"],
    "full_train": ["1987-01-02", "2006-08-10"],
    "test": ["2006-08-11", "2017-12-29"]
  }
}
SYMBOLS_DICT: {
  'gspc': '^GSPC',
  'djia': '^DJI',
  'nasdaq': '^IXIC',
  'nyse': '^NYA'
}
STONK_INDEX_SPLITS: {
  "gspc": {
    "train": [ "2004-11-02", "2012-08-17" ],
    "valid": [ "2012-08-20", "2015-03-30" ],
    "full_train": [ "2004-11-02", "2015-03-30" ],
    "test": [ "2015-03-31", "2020-06-12" ]
  },
  "nasdaq": {
    "train": [ "2004-11-02", "2012-08-17" ],
    "valid": [ "2012-08-20", "2015-03-30" ],
    "full_train": [ "2004-11-02", "2015-03-30" ],
    "test": [ "2015-03-31", "2020-06-12" ]
  },
  "nyse": {
    "train": [ "2004-11-02", "2012-08-17" ],
    "valid": [ "2012-08-20", "2015-03-30" ],
    "full_train": [ "2004-11-02", "2015-03-30" ],
    "test": [ "2015-03-31", "2020-06-12" ]
  },
  "djia": {
    "train": [ "2004-11-02", "2012-08-17" ],
    "valid": [ "2012-08-20", "2015-03-30" ],
    "full_train": [ "2004-11-02", "2015-03-30" ],
    "test": [ "2015-03-31", "2020-06-12" ]
  }
}

STONKS_SPLITS: {
  "TRAIN": ["2004-11-02", "2012-08-17"],
  "VALID": ["2012-08-20", "2015-03-30"],
  "TEST": ["2015-03-31", "2020-06-12"]
}

LOOKBACK: 200
REWARD_WINDOW: 100

# Model
SHARE_TRADE_LIMIT: 10
STRATEGY: 1
USE_STRATEGY_TRAIN: False
STRATEGY_NUM: 1
THRESHOLD: 0.0002

# Training
EPISODES: 33
# Transfer Learning
EPISODES_COMPONENT_STOCKS: 10
LOAD_PREV_EXPERIMENTS: False

LOSS: "SMOOTH_L1_LOSS"
LR: 0.0001
LR_NUMDREGAD: 0.0001 # 0.0000001
LR_NUMDREGID: 0.0001 #0.00001
BATCH_SIZE: 64
GAMMA: 0.85
#TODO: Do we need this and what do we set it to?
MEMORY_CAPACITY: 256
MIN_MEMORY_CAPACITY: 200

# Updates
EPISODES_PER_TARGET_UPDATE: 1
STEPS_PER_SOFT_UPDATE: 1
UPDATE_TYPE: "SOFT"
TAU: 0.0003