specific; equally specific patterns follow declaration order, so the later one
wins.
-Operational constraints:
-
-- Entries require every requested prior confirmation candle. Exits may use the
- available history, but still reject a failed measurable comparison. Partial
- take-profit exits check both the outgoing quantity and the remainder against
- exchange minimums after contract precision rounding, including leverage.
- An infeasible partial exit requests a full exit; this cannot guarantee that an
- exchange accepts an already-dust position.
-- `freqai.fit_live_predictions_candles` defaults to 100. Missing or invalid
- values normalize to 100 in the shared strategy/FreqAI configuration; valid
- positive integers are preserved.
-- Label HPO scheduling permits pairs to share slots when there are fewer slots
- than pairs. Scheduling is inactive when HPO is disabled.
-- Causal training removes unavailable terminal labels even with `test_size=0`.
- Savitzky–Golay `interp` edge availability includes the whole edge-fit window
- for labels and weights. A window longer than the series leaves both unchanged.
-- Cluster ranking and member selection honor supported objective weights. KNN
- uses weighted SciPy distances, excludes only each row's own index, and retains
- distinct candidates at zero distance. Its distance matrix requires quadratic
- memory in the number of Pareto candidates.
-- Standardized Euclidean variance and Mahalanobis covariance are estimated once
- from the full normalized Pareto front, after constant objectives are removed.
- Singular covariance eigenvalues are floored at the largest eigenvalue times
- the square root of machine epsilon. These two metrics do not support custom
- objective weights; configured weights warn and fall back to uniform weights.
-- Objective weights are validated once and normalized by maximum then sum;
- scale-invariant selection survives any positive rescaling of the same
- weights. An all-zero configuration falls back to uniform weights.
-- Combined-metric softmax aggregation is numerically stable for any finite
- positive temperature and coefficients; log coefficients are applied after
- temperature division. Boolean metric coefficients are ignored.
-- Invalid label metric values of any JSON type follow the documented
- warning/fallback policy instead of raising.
-- Reversed label HPO bounds publish their validated fallback to the shared
- configuration, so the label objective receives consistent ranges.
-- With `space_reduction=true`, `space_fraction=0` fixes numerical search ranges
- at valid previous best values; it does not freeze every categorical choice.
- Saved HPO suggestions reconstruct derived estimator parameters for final fits:
- XGBoost `lossguide` uses unlimited depth and histogram gradient boosting
- restores the selected zero-regularization branch.
-- NGBoost defaults to `model_training_parameters.dist="normal"`, which supports
- signed labels. Explicit `"lognormal"` requires finite, strictly positive
- transformed training and validation labels; incompatible HPO trials are pruned,
- while direct fits raise an error.
-- Changing objective-weight normalization, softmax stabilization, metric-type
- validation, or bound publication resets label HPO selection state
- (selection schema 3). The persisted best-params JSON layout remains
- independently versioned.
-
### Backtest evaluation protocol
Use this protocol before adopting a change to a QuickAdapter default. It is an