def mySettings():
settings = get_settings()
# Set futures to trade
futures_list = get_futures_list(filter_insignificant_lag=2)
settings["markets"] = ["CASH", *futures_list]
# Load LSTM models
settings["lstm_models"] = {
ticker: load_lstm_model(ticker)
for ticker in futures_list
}
# Load XGBoost models
settings["xgb_models"] = {
ticker: load_xgb_model(ticker)
for ticker in futures_list
}
# Load ARIMA parameters
settings["arima_params"] = {
ticker: load_arima_parameters(ticker)
for ticker in futures_list
}
return settings
def mySettings():
settings = get_settings()
futures_list = get_futures_list(filter_insignificant_lag=2)
settings["markets"] = ["CASH", *futures_list]
settings["models"] = {
ticker: load_lstm_model(ticker)
for ticker in futures_list
}
return settings
def mySettings():
settings = get_settings()
futures_list = get_futures_list(filter_insignificant_lag=2)
settings["markets"] = ["CASH", *futures_list]
# Set parameters for GA
settings['population_size'] = 100
settings['tournament_size'] = 5
settings['crossover_rate'] = 0.3
settings['mutation_rate'] = 0.02
settings['n_iter'] = 100
return settings
def mySettings():
settings = get_settings()
settings["markets"] = [
"CASH", *get_futures_list(filter_insignificant_lag_1_acf=True)
]
return settings
def mySettings():
settings = get_settings()
futures_list = get_futures_list(filter_insignificant_lag=2)
settings["markets"] = ["CASH", *futures_list]
return settings