{ "architecture": "StockTransformerAnalyzer", "based_on": [ "TIPS", "MASTER", "xLSTM-TS" ], "n_features": 14, "d_model": 128, "n_heads": 8, "n_layers": 4, "d_ff": 512, "dropout": 0.3, "lookback": 30, "predict_horizon": 5, "feature_cols": [ "z_open", "z_high", "z_low", "z_close", "z_volume", "z_ma5", "z_ma10", "z_ma20", "rsi", "macd_hist", "bb_position", "atr_norm", "vol_change", "z_denoised" ], "stock_list": [ "IDEA", "TATASTEEL", "YESBANK", "ETERNAL", "PCJEWELLER", "ADANIPOWER", "PRIVISCL", "EASEMYTRIP", "SUZLON", "IRFC", "RELIANCE", "NMDC", "IREDA", "ASHOKLEY", "IDFCFIRSTB", "SBIN", "CANBK", "IRB", "JIOFIN", "INFIBEAM", "PNB", "TATSILV", "JPPOWER", "RPOWER", "GTLINFRA", "ICICIBANK", "TATAGOLD", "UNITECH", "GMRAIRPORT", "SAIL", "TMPV", "BEL", "ITC", "IFCI", "BHEL", "KOTAKBANK", "NBCC", "ALOKINDS", "RVNL", "MOTHERSON", "BANKBARODA", "NHPC", "INFY", "POWERGRID", "SAMMAANCAP", "IOC", "ONGC", "RTNPOWER", "HDFCBANK", "SOUTHBANK" ], "signal_map": { "0": "SELL", "1": "HOLD", "2": "BUY" }, "metrics": { "test_acc": 0.41979745181313294, "test_f1": 0.4162252732534208, "test_IC": 0.35816390500877654, "sharpe": 2.192754936074244 }, "datasets": [ "xxparthparekhxx/indian-stock-market-minute-data" ] }