predict-cnn-buy-sell-EURUSD-config.json

{
  "data": {
    "filename": "EURUSD_30M-2004_01_01-2015-12-31.csv",
    "test_file": "EURUSD-2017_01_01-2017_12_31.csv",
    "technical_indicators": [
      "SMA",
      "KAMA",
      "MIDPRICE",
      "EMA",
      "WMA",
      "MOM",
      "ROCP",
      "TRIX",
      "ATR",
      "RSI",
      "ADX",
      "CCI",
      "WILLR",
      "CMO",
      "AROONOSC"
    ],
    "intervals": [
      2,
      3,
      4,
      5,
      7,
      9,
      11,
      13,
      17,
      21,
      34,
      41,
      55,
      77,
      99
    ],
    "train_test_split": null,
    "indexes": {
      "train_start": "2003-05-05",
      "train_end": "2019-01-01",
      "test_start": "2018-12-31",
      "test_end": "2020-12-01"
    }
  },
  "model": {
    "save_dir": "saved_models",
    "pre_trained_model": "cnn-EURUSD_buy_sell_w10-ep500-2020_06_11.model",
    "pre_trained_weights": "cnn-EURUSD_buy_sell_w10-ep500-2020_06_11.h5",
    "generative_training": false,
    "batch_size": 32,
    "layers": [
      {
        "type": "Conv2D",
        "neurons": 32,
        "kernel_size": 3,
        "strides": 1,
        "padding": "same",
        "use_bias": true
      },
      {
        "type": "BatchNormalization"
      },
      {
        "type": "MaxPool2D",
        "pool_size": 2
      },
      {
        "type": "dropout",
        "rate": 0.5
      },
      {
        "type": "Conv2D",
        "neurons": 64,
        "kernel_size": 3,
        "strides": 1,
        "padding": "same",
        "use_bias": true
      },
      {
        "type": "BatchNormalization"
      },
      {
        "type": "MaxPool2D",
        "pool_size": 2
      },
      {
        "type": "dropout",
        "rate": 0.5
      },
      {
        "type": "flatten"
      },
      {
        "type": "dense",
        "neurons": 128
      },
      {
        "type": "BatchNormalization"
      },
      {
        "type": "dropout",
        "rate": 0.5
      },
      {
        "type": "dense",
        "neurons": 64
      },
      {
        "type": "BatchNormalization"
      },
      {
        "type": "dropout",
        "rate": 0.5
      },
      {
        "type": "dense",
        "neurons": 3,
        "activation": "softmax"
      }
    ],
    "epochs": 200,
    "lr": 0.001,
    "optimizer": "adam",
    "loss": "sparse_categorical_crossentropy",
    "metrics": [
      "accuracy",
      "f1_score",
      "precision",
      "recall"
    ]
  }
}