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This commit is contained in:
D-X-Y 2021-04-11 06:44:19 -07:00
parent e5b6eb58db
commit e777f38233
2 changed files with 4 additions and 2 deletions
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2
exps/trading/baselines.py
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@ -64,7 +64,7 @@ def extend_transformer_settings(alg2configs, name):
config = copy.deepcopy(alg2configs[name]) config = copy.deepcopy(alg2configs[name])
for i in range(1, 9): for i in range(1, 9):
for j in (6, 12, 24, 32, 48, 64): for j in (6, 12, 24, 32, 48, 64):
for k1 in (0, 0.1, 0.2): for k1 in (0, 0.1, 0.2, 0.3):
for k2 in (0, 0.1): for k2 in (0, 0.1):
alg2configs[ alg2configs[
name + "-{:}x{:}-drop{:}_{:}".format(i, j, k1, k2) name + "-{:}x{:}-drop{:}_{:}".format(i, j, k1, k2)

4
scripts/trade/tsf-all.sh
View File

@ -18,7 +18,7 @@ market=$2
drop=$3 drop=$3
channels="6 12 24 32 48 64" channels="6 12 24 32 48 64"
#depths="1 2 3 4 5 6" #depths="1 2 3 4 5 6 7 8"
for channel in ${channels} for channel in ${channels}
do do
@ -28,5 +28,7 @@ do
TSF-4x${channel}-drop${drop} \ TSF-4x${channel}-drop${drop} \
TSF-5x${channel}-drop${drop} \ TSF-5x${channel}-drop${drop} \
TSF-6x${channel}-drop${drop} \ TSF-6x${channel}-drop${drop} \
TSF-7x${channel}-drop${drop} \
TSF-8x${channel}-drop${drop} \
--gpu ${gpu} --market ${market} --shared_dataset True --gpu ${gpu} --market ${market} --shared_dataset True
done done