]> Piment Noir Git Repositories - freqai-strategies.git/commitdiff
fix(qav3): avoid pivots labeling optimization failure
authorJérôme Benoit <jerome.benoit@piment-noir.org>
Wed, 21 May 2025 20:12:04 +0000 (22:12 +0200)
committerJérôme Benoit <jerome.benoit@piment-noir.org>
Wed, 21 May 2025 20:12:04 +0000 (22:12 +0200)
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py

index 5d5c7a7694015f904a533a4ed99fa8c677f8ea06..d14bfa447a084327125ca3af61498eeb1c8ed6bf 100644 (file)
@@ -1162,7 +1162,7 @@ def label_objective(
         max(fit_live_predictions_candles // 16, candles_step), candles_step
     )
     max_label_period_candles: int = round_to_nearest_int(
-        max(fit_live_predictions_candles // 2, min_label_period_candles),
+        max(fit_live_predictions_candles // 4, min_label_period_candles),
         candles_step,
     )
     label_period_candles = trial.suggest_int(
@@ -1171,7 +1171,7 @@ def label_objective(
         max_label_period_candles,
         step=candles_step,
     )
-    label_natr_ratio = trial.suggest_float("label_natr_ratio", 6.0, 30.0, step=0.25)
+    label_natr_ratio = trial.suggest_float("label_natr_ratio", 4.0, 16.0, step=0.01)
 
     df = df.iloc[
         -(