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 b02c148ba4c99dceaf89060a7437c863bc7e4bc8..366d01ce0cafca74f3b02345ba193730a9a5f5dd 100644 (file)
--- a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
+++ b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
@@ -588,7 +588,10 @@ def period_objective(
         max_label_period_candles,
         step=candles_step,
     )
-    label_window: int = label_period_candles * 2
+    label_period_frequency: int = int(
+        fit_live_predictions_candles / label_period_candles
+    )
+    label_window: int = label_period_candles * label_period_frequency
     y_test = y_test.iloc[-label_window:].to_numpy()
     test_weights = test_weights[-label_window:]
     y_pred = y_pred[-label_window:]

diff --git a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
index 54f5c4f3aa9a5fe4b3130cfb29445ad24f233e46..8d5926a5159d46f617e591a8652e63e27e713af9 100644 (file)
--- a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
+++ b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
@@ -596,7 +596,10 @@ def period_objective(
         max_label_period_candles,
         step=candles_step,
     )
-    label_window: int = label_period_candles * 2
+    label_period_frequency: int = int(
+        fit_live_predictions_candles / label_period_candles
+    )
+    label_window: int = label_period_candles * label_period_frequency
     y_test = y_test.iloc[-label_window:].to_numpy()
     test_weights = test_weights[-label_window:]
     y_pred = y_pred[-label_window:]