commands.json

[{
        "comm": "--history_to_use",
        "type": "str",
        "default": "all",
        "help": "How many bars of 1 hour do you want to use for the anomaly detection model. Either an integer or all"
    },
    {
        "comm": "--data_granularity_minutes",
        "type": "int",
        "default": "15",
        "help": "Minute level data granularity that you want to use. Default is 60 minute bars."
    },
    {
        "comm": "--is_test",
        "type": "int",
        "default": "1",
        "help": "Whether to test the tool or just predict for future. When testing you should set the future_bars to larger than 1."
    },
    {
        "comm": "--future_bars",
        "type": "int",
        "default": "30",
        "help": "How many bars to keep for testing purposes."
    },
    {
        "comm": "--apply_noise_filtering",
        "type": "int",
        "default": "1",
        "help": "Whether to apply the random matrix theory to filter out the eigen values."
    },
    {
        "comm": "--only_long",
        "type": "int",
        "default": "1",
        "help": "Whether to only long the stocks or do both long and short."
    },
    {
        "comm": "--market_index",
        "type": "str",
        "default": "SPY",
        "help": "Which index to use for comparisons."
    },
    {
        "comm": "--eigen_portfolio_number",
        "type": "int",
        "default": "2",
        "help": "Which eigen portfolio to choose. By default the 2nd one is choosen as it gives the most risk and reward."
    },
    {
        "comm": "--stocks_file_path",
        "type": "str",
        "default": "stocks/stocks.txt",
        "help": "Stocks file that contains the list of stocks you want to build your portfolio with."
    }
]