]> Piment Noir Git Repositories - freqai-strategies.git/commitdiff
fix(qav3): fix log‑sum‑exp computation
authorJérôme Benoit <jerome.benoit@piment-noir.org>
Mon, 10 Feb 2025 19:48:27 +0000 (20:48 +0100)
committerJérôme Benoit <jerome.benoit@piment-noir.org>
Mon, 10 Feb 2025 19:48:27 +0000 (20:48 +0100)
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py

index 5726f8e9f4c3fbec45e897c7263bd0e778e017ad..c1af399e24a8b1e46739cfe0218dbba7abaaa87e 100644 (file)
@@ -238,10 +238,10 @@ def min_max_pred(
     pred_df: pd.DataFrame, fit_live_predictions_candles: int, label_period_candles: int
 ):
     min_pred = pred_df.tail(label_period_candles).apply(
-        lambda col: smooth_min(col, beta=10)
+        lambda col: smooth_min(col, beta=10.0)
     )
     max_pred = pred_df.tail(label_period_candles).apply(
-        lambda col: smooth_max(col, beta=10)
+        lambda col: smooth_max(col, beta=10.0)
     )
 
     return min_pred, max_pred
index b2d1dbfe7931868bdcb1cf184897542781263f5b..f2c28f845c8bb1837f184645e28eeeb45eebf0ca 100644 (file)
@@ -238,10 +238,10 @@ def min_max_pred(
     pred_df: pd.DataFrame, fit_live_predictions_candles: int, label_period_candles: int
 ):
     min_pred = pred_df.tail(label_period_candles).apply(
-        lambda col: smooth_min(col, beta=10)
+        lambda col: smooth_min(col, beta=10.0)
     )
     max_pred = pred_df.tail(label_period_candles).apply(
-        lambda col: smooth_max(col, beta=10)
+        lambda col: smooth_max(col, beta=10.0)
     )
 
     return min_pred, max_pred