| 31 | |
| 32 | |
| 33 | def _dataset_from_cfg(cfg: dict) -> tuple[object, dict]: |
| 34 | meta = cfg.get("meta", {}) |
| 35 | data_cfg = cfg.get("data", {}) |
| 36 | seed = int(meta.get("seed", 7)) |
| 37 | n_bars = int(meta.get("n_bars", 192)) |
| 38 | asset_names = list(data_cfg.get("asset_names", ["CL", "NG", "RB", "GC"])) |
| 39 | dataset = openquant.research.make_synthetic_futures_dataset( |
| 40 | n_bars=n_bars, |
| 41 | seed=seed, |
| 42 | asset_names=asset_names, |
| 43 | ) |
| 44 | return dataset, {"seed": seed, "n_bars": n_bars, "asset_names": asset_names} |
| 45 | |
| 46 | |
| 47 | def _merged_run_cfg(cfg: dict) -> dict: |