| { |
| "model_type": "LOBAlgoNet", |
| "architecture": "BilinearNorm + Spatial CNN + Temporal CNN + Transformer Attention", |
| "num_classes": 5, |
| "class_names": [ |
| "TWAP", |
| "VWAP", |
| "ICEBERG", |
| "SUPPORT", |
| "NORMAL" |
| ], |
| "class_names_zh": [ |
| "TWAP(时间加权)", |
| "VWAP(量加权)", |
| "冰山订单", |
| "护盘/支撑", |
| "散户/正常" |
| ], |
| "seq_len": 100, |
| "d_model": 128, |
| "nhead": 4, |
| "dropout": 0.25, |
| "total_parameters": 338525, |
| "test_accuracy": 0.5273182957393484, |
| "test_f1_macro": 0.35382369182978163, |
| "test_f1_weighted": 0.5822412019482407, |
| "test_precision": [ |
| 0.0, |
| 0.17391304347826086, |
| 0.9820359281437125, |
| 0.4684317718940937, |
| 0.23381294964028776 |
| ], |
| "test_recall": [ |
| 0.0, |
| 0.4444444444444444, |
| 0.5573491928632116, |
| 0.5764411027568922, |
| 0.3857566765578635 |
| ], |
| "training_dataset": "LeonardoBerti/TRADES-LOB", |
| "labeling_method": "Rule-based pseudo-labels from algorithm signature detection", |
| "label_description": { |
| "0_TWAP": "Time-Weighted Average Price execution (equal-size periodic orders)", |
| "1_VWAP": "Volume-Weighted Average Price execution (volume-proportional orders)", |
| "2_ICEBERG": "Iceberg/hidden orders (level-1 refill after fill, hidden volume)", |
| "3_SUPPORT": "Support/resistance defense (persistent large orders at key levels)", |
| "4_NORMAL": "Normal retail activity (no algorithmic signature detected)" |
| }, |
| "normalization": "z-score (means/stds in norm_stats.npz)" |
| } |
