]> Piment Noir Git Repositories - freqai-strategies.git/commitdiff
perf(qav3): make labeling optimization more agressive
authorJérôme Benoit <jerome.benoit@piment-noir.org>
Mon, 9 Jun 2025 15:56:34 +0000 (17:56 +0200)
committerJérôme Benoit <jerome.benoit@piment-noir.org>
Mon, 9 Jun 2025 15:56:34 +0000 (17:56 +0200)
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
quickadapter/user_data/config-template.json
quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py

index 0cc9ca5ff9ceda8b0585e08aa5c83063420c1e12..589d5b5b2e64dbe97e2e01987ea5a432839eac1f 100644 (file)
       "&s-minima_threshold": -2,
       "&s-maxima_threshold": 2,
       "label_period_candles": 100,
-      "label_natr_ratio": 6,
+      "label_natr_ratio": 6.0,
       "hp_rmse": -1,
       "train_rmse": -1
     },
index afdbdedf2060990dd24a434a39be4485d16bd73b..22fdef736ea67205f85a816fc0ea4e6eb780a62a 100644 (file)
@@ -1441,7 +1441,7 @@ def label_objective(
         max_label_period_candles,
         step=candles_step,
     )
-    label_natr_ratio = trial.suggest_float("label_natr_ratio", 3.0, 10.0, step=0.01)
+    label_natr_ratio = trial.suggest_float("label_natr_ratio", 6.0, 12.0, step=0.01)
 
     df = df.iloc[
         -(