perf(qav3): fine tune TP computation

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>

diff --git a/quickadapter/user_data/config-template.json b/quickadapter/user_data/config-template.json
index 466347192f4bc6ee912dd77cadcf2535b631059f..40aa134cff0027e3d3e1e0fc56e3c0081f0f324e 100644 (file)
--- a/quickadapter/user_data/config-template.json
+++ b/quickadapter/user_data/config-template.json
@@ -108,7 +108,7 @@
     // "regressor": "lightgbm",
     "conv_width": 1,
     "purge_old_models": 2,
-    "expiration_hours": 12,
+    "expiration_hours": 24,
     "train_period_days": 60,
     // "live_retrain_hours": 1,
     "backtest_period_days": 2,

diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py
index 51d06c515ca7969e72a60cc95d2cf3db2bc62309..c8198165e43a63b866baa1b3bb15ffbbabd616b2 100644 (file)
--- a/quickadapter/user_data/strategies/QuickAdapterV3.py
+++ b/quickadapter/user_data/strategies/QuickAdapterV3.py
@@ -372,7 +372,7 @@ class QuickAdapterV3(IStrategy):
         return self.get_label_natr_ratio(pair) * 0.625
 
     def get_take_profit_natr_ratio(self, pair: str) -> float:
-        return self.get_stoploss_natr_ratio(pair) * 0.525
+        return self.get_stoploss_natr_ratio(pair) * 0.85
 
     def set_freqai_targets(self, dataframe: DataFrame, metadata: dict, **kwargs):
         pair = str(metadata.get("pair"))