murakami-et-al-2017.example.toml

[location]
dir_resources = 'resources'
dir_logs = 'logs'
dir_output = 'output'

[s3]
use_s3 = true
profile_name = 'default'
bucket_name = 'BUCKETNAME'
remote_dir_prices = 'finance/reuters/indices'
remote_nikkei_headline_filenames = [
    'finance/nikkei/fileservice_full_20160917_2011_dic6373_rule418_j.zip',
    'finance/nikkei/fileservice_full_20160917_2012_dic6373_rule418_j.zip',
    'finance/nikkei/fileservice_full_20160917_2013_dic6373_rule418_j.zip',
    'finance/nikkei/fileservice_full_20160917_2014_dic6373_rule418_j.zip',
    'finance/nikkei/fileservice_full_20160917_2015_dic6373_rule418_j.zip',
    'finance/nikkei/fileservice_full_20161001_2016_dic6419_rule428_j.zip'
]

[reuters]
username = 'USERNAME'
password = 'PASSSWORD'

[dataset]
# left-close right-open interval
train = ['2010-12-01 00:00:00+0900', '2015-10-01 00:00:00+0900']
valid = ['2015-10-01 00:00:00+0900', '2016-04-01 00:00:00+0900']
test = ['2016-04-01 00:00:00+0900', '2016-10-01 00:00:00+0900']

[postgres]
uri = 'postgresql://ubuntu@localhost:5432/DBNAME'

[postgres-test]
uri = 'postgresql://ubuntu@localhost:5432/TESTDBNAME'

[train]
user_dict = 'user-dict.csv'
n_epochs = 60
learning_rate = 1e-4
use_init_token_tag = true
token_min_freq = 1
rics = [
    '.N225',
]
base_ric = '.N225'
use_standardization = true
patience = 20

[encoder]
enc_hidden_size = 256
base_ric_embed_size = 256
ric_embed_size = 64
enc_n_layers = 3
word_embed_size = 128
time_embed_size = 64

[decoder]
dec_hidden_size = 256

[attention]
attn_type = ''  # '', 'general', 'concat', and 'sum'