config.json

{
    "deploy": {
        "codename": "sagemaker-pytorch-2021-01-26-18-22-31-454",
        "role": "arn:aws:iam::977053370764:role/service-role/AmazonSageMaker-ExecutionRole-20201202T141643",
        "training_job_name": "sagemaker-pytorch-2021-01-26-18-22-31-454",
        "instance_count": 1,
        "instance_type": "ml.t2.medium"
    },
    "scoring": {
        "bucket": "udacity-capstone-977053370764",
        "key": "data.csv"
    },
    "sagemaker": {
        "region": "us-east-1",
        "bucket_prefx": "sagemaker/ibovespa",
        "role": "arn:aws:iam::977053370764:role/service-role/AmazonSageMaker-ExecutionRole-20201202T141643"
    },
    "data_collection": {
        "period": 365,
        "stocks": [
            "^BVSP",
            "ITUB4.SA",
            "BBDC4.SA",
            "VALE3.SA",
            "PETR4.SA",
            "PETR3.SA",
            "ABEV3.SA",
            "BBAS3.SA",
            "B3SA3.SA",
            "ITSA4.SA"
        ]
    },
    "data_preparation": {
        "split_size": {
            "test": 0.1,
            "validation": 0.1
        }
    },
    "feature_engineering": {
        "window": 7,
        "feature_file": "data/data.csv",
        "scaler":{"maximo": 131480.8, "minimo": 57213.0}
    },
    "model_training": {
        "target": "target",
        "variables": [
            "lags",
            "delta_sign",
            "weekday_vector",
            "lag_pct_IBOV",
            "lag_pct_ITUB4",
            "lag_pct_BBDC4",
            "lag_pct_VALE3",
            "lag_pct_PETR4",
            "lag_pct_PETR3",
            "lag_pct_ABEV3",
            "lag_pct_BBAS3",
            "lag_pct_B3SA3",
            "lag_pct_ITSA4"
        ],
        "hyperparameters": {
            "dropout": 0.25,
            "hidden_layer": 75,
            "lr": 0.001,
            "seed": 1903,
            "batch-size": 50,
            "epochs": 30
        }
    }
}