perf(qav3): recalibrate pivot labeling momentum interval under low volatility

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>

diff --git a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
index 9078f0c07c1a91649c86fd6a1f70cef05f2c7fc8..90045ad5e0376f639dfe9c6fecbfd5f9599d4bad 100644 (file)
--- a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
+++ b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
@@ -45,7 +45,7 @@ class QuickAdapterRegressorV3(BaseRegressionModel):
     https://github.com/sponsors/robcaulk
     """
 
-    version = "3.7.62"
+    version = "3.7.63"
 
     @cached_property
     def _optuna_config(self) -> dict:
@@ -963,7 +963,7 @@ def zigzag(
 
     def calculate_min_slope_strength(
         pos: int,
-        min_strength: float = 0.9,
+        min_strength: float = 0.8,
         max_strength: float = 1.6,
     ) -> float:
         volatility_quantile = calculate_volatility_quantile(pos)

diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py
index f0f8050f6b922006a88973dc773776bf850c6dbc..3d1bfaf83409b718e6a997eed4f67dedf2c060e0 100644 (file)
--- a/quickadapter/user_data/strategies/QuickAdapterV3.py
+++ b/quickadapter/user_data/strategies/QuickAdapterV3.py
@@ -60,7 +60,7 @@ class QuickAdapterV3(IStrategy):
     INTERFACE_VERSION = 3
 
     def version(self) -> str:
-        return "3.3.64"
+        return "3.3.65"
 
     timeframe = "5m"
 
@@ -356,7 +356,7 @@ class QuickAdapterV3(IStrategy):
         return self.freqai_info["feature_parameters"].get("label_period_candles", 50)
 
     def set_label_period_candles(self, pair: str, label_period_candles: int):
-        if label_period_candles and isinstance(label_period_candles, int):
+        if isinstance(label_period_candles, int):
             self._label_params[pair]["label_period_candles"] = label_period_candles
 
     def get_label_natr_ratio(self, pair: str) -> float:
@@ -368,7 +368,7 @@ class QuickAdapterV3(IStrategy):
         )
 
     def set_label_natr_ratio(self, pair: str, label_natr_ratio: float):
-        if label_natr_ratio and isinstance(label_natr_ratio, float):
+        if isinstance(label_natr_ratio, float):
             self._label_params[pair]["label_natr_ratio"] = label_natr_ratio
 
     def get_entry_natr_ratio(self, pair: str) -> float:

diff --git a/quickadapter/user_data/strategies/Utils.py b/quickadapter/user_data/strategies/Utils.py
index bd904293d82f4e3415bc5756acaf03d22d145903..a4a1a8ebf89d2c9fa4ea8efcd8207e1c99bc658a 100644 (file)
--- a/quickadapter/user_data/strategies/Utils.py
+++ b/quickadapter/user_data/strategies/Utils.py
@@ -441,7 +441,7 @@ def zigzag(
 
     def calculate_min_slope_strength(
         pos: int,
-        min_strength: float = 0.9,
+        min_strength: float = 0.8,
         max_strength: float = 1.6,
     ) -> float:
         volatility_quantile = calculate_volatility_quantile(pos)