This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).
error:
Failed to create a directory: results\experiment_quandl_100assets_tft_cpnone_len252_notime_div_v1\2016-2017\hp\experiment_quandl_100assets_tft_cpnone_len252_notime_div_v1\trial_89e4414cc44cc0adf7739485894108be/checkpoints; No such file or directory
run：python -m examples.run_dmn_experiment TFT
error: Failed to create a directory: results\experiment_quandl_100assets_tft_cpnone_len252_notime_div_v1\2016-2017\hp\experiment_quandl_100assets_tft_cpnone_len252_notime_div_v1\trial_89e4414cc44cc0adf7739485894108be/checkpoints; No such file or directory