perf(qav3): align IQR for long/short signal

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 8eaa69da8b12b9382b91596e940c073759e71f0b..d016e0463ceb5f1f799014d81c81668102411529 100644 (file)
--- a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
+++ b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
@@ -507,7 +507,7 @@ class LightGBMRegressorQuickAdapterV35(BaseRegressionModel):
             fit_live_predictions_candles / (label_period_candles * 2)
         )
         min_pred = pred_df_sorted.iloc[-label_period_frequency:].quantile(
-            self.freqai_info.get("min_quantile", 0.25)
+            self.freqai_info.get("min_quantile", 0.75)
         )
         max_pred = pred_df_sorted.iloc[:label_period_frequency].quantile(
             self.freqai_info.get("max_quantile", 0.75)

diff --git a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
index 4bfaaf2d21f750218d9f76e2ba664eb44f7041ba..b0df5548f19b6552b0af706c7a5fb21067551164 100644 (file)
--- a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
+++ b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
@@ -508,7 +508,7 @@ class XGBoostRegressorQuickAdapterV35(BaseRegressionModel):
             fit_live_predictions_candles / (label_period_candles * 2)
         )
         min_pred = pred_df_sorted.iloc[-label_period_frequency:].quantile(
-            self.freqai_info.get("min_quantile", 0.25)
+            self.freqai_info.get("min_quantile", 0.75)
         )
         max_pred = pred_df_sorted.iloc[:label_period_frequency].quantile(
             self.freqai_info.get("max_quantile", 0.75)