Parser for input arguments. Returns: The parsed arguments.
()
| 395 | |
| 396 | |
| 397 | def parse_args() -> Any: |
| 398 | """ |
| 399 | Parser for input arguments. |
| 400 | |
| 401 | Returns: |
| 402 | The parsed arguments. |
| 403 | """ |
| 404 | parser = argparse.ArgumentParser(description="Hyperparameters acquisition.") |
| 405 | |
| 406 | parser.add_argument( |
| 407 | "--experiment_id", |
| 408 | type=str, |
| 409 | default=None, |
| 410 | help="ID of the experiment (if any). This argument is used to resume older experiments or partially re-run experiments.", |
| 411 | ) |
| 412 | |
| 413 | # General hyperparameters |
| 414 | parser.add_argument( |
| 415 | "--dataset", |
| 416 | type=str, |
| 417 | default="nasdaq", |
| 418 | help="The dataset to be used (e.g. nasdaq, lse, ...). Each dataset has a different raw data format which needs to be correctly handled.", |
| 419 | ) |
| 420 | parser.add_argument( |
| 421 | "--model", |
| 422 | type=str, |
| 423 | default="deeplob", |
| 424 | help="The model to be used (e.g. deeplob, ...).", |
| 425 | ) |
| 426 | parser.add_argument( |
| 427 | "--training_stocks", |
| 428 | type=str, |
| 429 | default="XYZ", |
| 430 | help="Stock to be used for training (e.g., 'CSCO').", |
| 431 | ) |
| 432 | parser.add_argument( |
| 433 | "--target_stocks", |
| 434 | type=str, |
| 435 | default="XYZ", |
| 436 | help="The stock to be used in the validation and test sets (it is always unique)", |
| 437 | ) |
| 438 | parser.add_argument( |
| 439 | "--normalization_window", |
| 440 | type=int, |
| 441 | default=5, |
| 442 | help="Number of files to be used for rolling data normalization.", |
| 443 | ) |
| 444 | parser.add_argument( |
| 445 | "--horizons", |
| 446 | type=str, |
| 447 | default="10,50,100", |
| 448 | help="Horizon(s) to be considered (to be expressed in this format: '10,50,100').", |
| 449 | ) |
| 450 | parser.add_argument( |
| 451 | "--training_ratio", |
| 452 | type=float, |
| 453 | default=0.6, |
| 454 | help="Training data proportion." |