perf(qav3): fine tune label window optimization

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

diff --git a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
index 366d01ce0cafca74f3b02345ba193730a9a5f5dd..af74df5dae363468a5943e21579fbd129db55c52 100644 (file)
--- a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
+++ b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
@@ -589,7 +589,7 @@ def period_objective(
         step=candles_step,
     )
     label_period_frequency: int = int(
-        fit_live_predictions_candles / label_period_candles
+        fit_live_predictions_candles / (label_period_candles * 2)
     )
     label_window: int = label_period_candles * label_period_frequency
     y_test = y_test.iloc[-label_window:].to_numpy()

diff --git a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
index 8d5926a5159d46f617e591a8652e63e27e713af9..35bdd35b0c2326a58d2e2f6a6bd52586cf71b236 100644 (file)
--- a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
+++ b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
@@ -597,7 +597,7 @@ def period_objective(
         step=candles_step,
     )
     label_period_frequency: int = int(
-        fit_live_predictions_candles / label_period_candles
+        fit_live_predictions_candles / (label_period_candles * 2)
     )
     label_window: int = label_period_candles * label_period_frequency
     y_test = y_test.iloc[-label_window:].to_numpy()