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import torch
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from enum import Enum
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class Dataset(Enum):
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LOBSTER = "LOBSTER"
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FI_2010 = "FI-2010"
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class ModelType(Enum):
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MLPLOB = "MLPLOB"
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TLOB = "TLOB"
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BINCTABL = "BINCTABL"
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DEEPLOB = "DEEPLOB"
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TSLA_LOB_MEAN_SIZE_10 = 165.44670902537212
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TSLA_LOB_STD_SIZE_10 = 481.7127061897184
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TSLA_LOB_MEAN_PRICE_10 = 20180.439318660694
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TSLA_LOB_STD_PRICE_10 = 814.8782058033195
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TSLA_EVENT_MEAN_SIZE = 88.09459295373463
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TSLA_EVENT_STD_SIZE = 86.55913199110894
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TSLA_EVENT_MEAN_PRICE = 20178.610720500274
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TSLA_EVENT_STD_PRICE = 813.8188032145645
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TSLA_EVENT_MEAN_TIME = 0.08644932804905886
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TSLA_EVENT_STD_TIME = 0.3512181506722207
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TSLA_EVENT_MEAN_DEPTH = 7.365325300819055
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TSLA_EVENT_STD_DEPTH = 8.59342838063813
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INTC_LOB_MEAN_SIZE_10 = 6222.424274871972
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INTC_LOB_STD_SIZE_10 = 7538.341086370264
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INTC_LOB_MEAN_PRICE_10 = 3635.766219937785
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INTC_LOB_STD_PRICE_10 = 44.15649995373795
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INTC_EVENT_MEAN_SIZE = 324.6800802006092
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INTC_EVENT_STD_SIZE = 574.5781447696605
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INTC_EVENT_MEAN_PRICE = 3635.78165265669
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INTC_EVENT_STD_PRICE = 43.872407609651184
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INTC_EVENT_MEAN_TIME = 0.025201754040915927
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INTC_EVENT_STD_TIME = 0.11013627432323592
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INTC_EVENT_MEAN_DEPTH = 1.3685517399834501
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INTC_EVENT_STD_DEPTH = 2.333747222206966
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LOBSTER_HORIZONS = [10, 20, 50, 100]
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PRECISION = 32
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N_LOB_LEVELS = 10
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LEN_LEVEL = 4
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LEN_ORDER = 6
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LEN_SMOOTH = 10
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DATE_TRADING_DAYS = ["2015-01-02", "2015-01-30"]
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DEVICE = 'cuda' if torch.cuda.is_available() else 'cpu'
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DIR_EXPERIMENTS = "data/experiments"
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DIR_SAVED_MODEL = "data/checkpoints"
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DATA_DIR = "data"
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RECON_DIR = "data/reconstructions"
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PROJECT_NAME = ""
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SPLIT_RATES = [0.8, 0.1, 0.1] |
