perf(qav3): fine tune the extrema labelling window

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

diff --git a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
index eeef89f5e94d0d10831fb4979160114477f33ee5..1fdd0906a6dab4cedd0014216cf3e85a37a7c461 100644 (file)
--- a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
+++ b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
@@ -591,8 +591,8 @@ def period_objective(
     )
     y_pred = model.predict(X_test)
 
-    min_label_period_candles: int = fit_live_predictions_candles // 20
-    max_label_period_candles: int = fit_live_predictions_candles // 4
+    min_label_period_candles: int = fit_live_predictions_candles // 60
+    max_label_period_candles: int = fit_live_predictions_candles // 6
     label_period_candles = trial.suggest_int(
         "label_period_candles",
         min_label_period_candles,

diff --git a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
index 3936076951fd83978a46fcd6e215fefb6398ecc0..da05210d9cb519eca039d16f8926625dbbfbc97d 100644 (file)
--- a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
+++ b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
@@ -595,8 +595,8 @@ def period_objective(
     )
     y_pred = model.predict(X_test)
 
-    min_label_period_candles: int = fit_live_predictions_candles // 20
-    max_label_period_candles: int = fit_live_predictions_candles // 4
+    min_label_period_candles: int = fit_live_predictions_candles // 60
+    max_label_period_candles: int = fit_live_predictions_candles // 6
     label_period_candles = trial.suggest_int(
         "label_period_candles",
         min_label_period_candles,