]> Piment Noir Git Repositories - freqai-strategies.git/commitdiff
perf(qav3): enlarge pivots labeling optimization search space
authorJérôme Benoit <jerome.benoit@piment-noir.org>
Thu, 12 Jun 2025 19:42:17 +0000 (21:42 +0200)
committerJérôme Benoit <jerome.benoit@piment-noir.org>
Thu, 12 Jun 2025 19:42:17 +0000 (21:42 +0200)
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py

index 39ca8b9b70016626209bc2411f33ed0d1270a843..a0b68e00696d055ffb3f8a344af6d521272f066d 100644 (file)
@@ -1531,7 +1531,7 @@ def label_objective(
     candles_step: int,
 ) -> tuple[float, int]:
     min_label_period_candles: int = round_to_nearest_int(
-        max(fit_live_predictions_candles // 16, candles_step), candles_step
+        max(fit_live_predictions_candles // 18, candles_step), candles_step
     )
     max_label_period_candles: int = round_to_nearest_int(
         max(fit_live_predictions_candles // 3, min_label_period_candles),
@@ -1543,7 +1543,7 @@ def label_objective(
         max_label_period_candles,
         step=candles_step,
     )
-    label_natr_ratio = trial.suggest_float("label_natr_ratio", 3.0, 16.0, step=0.01)
+    label_natr_ratio = trial.suggest_float("label_natr_ratio", 3.0, 18.0, step=0.01)
 
     df = df.iloc[
         -(