]> Piment Noir Git Repositories - freqai-strategies.git/commitdiff
perf(qav3): fine tune label window optimisation
authorJérôme Benoit <jerome.benoit@piment-noir.org>
Fri, 14 Mar 2025 18:27:34 +0000 (19:27 +0100)
committerJérôme Benoit <jerome.benoit@piment-noir.org>
Fri, 14 Mar 2025 18:27:34 +0000 (19:27 +0100)
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py

index f5017a172e6aa2e245305f5efff941916d7334c2..0d8121a3e421fef3c1e0c97c596408b5b8436e6c 100644 (file)
@@ -583,7 +583,7 @@ def period_objective(
     )
     y_pred = model.predict(X_test)
 
-    min_label_period_candles: int = fit_live_predictions_candles // 10
+    min_label_period_candles: int = fit_live_predictions_candles // 20
     max_label_period_candles: int = max(
         fit_live_predictions_candles // 6, min_label_period_candles
     )
index 9f54617aa214c9031437afb8f566a9fa6fc0b37c..dacf580be0708b999d0213fa65ff084dab18c682 100644 (file)
@@ -591,7 +591,7 @@ def period_objective(
     )
     y_pred = model.predict(X_test)
 
-    min_label_period_candles: int = fit_live_predictions_candles // 10
+    min_label_period_candles: int = fit_live_predictions_candles // 20
     max_label_period_candles: int = max(
         fit_live_predictions_candles // 6, min_label_period_candles
     )