]> Piment Noir Git Repositories - freqai-strategies.git/commitdiff
perf(qav3): optimize labeling only over the last periods
authorJérôme Benoit <jerome.benoit@piment-noir.org>
Sat, 19 Apr 2025 20:28:17 +0000 (22:28 +0200)
committerJérôme Benoit <jerome.benoit@piment-noir.org>
Sat, 19 Apr 2025 20:28:17 +0000 (22:28 +0200)
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py

index 0384c17584873d2eaafe4906070c562c862d7cd0..e9508ba7ff8d291591cf67f884fc6f0045c36db9 100644 (file)
@@ -44,7 +44,7 @@ class QuickAdapterRegressorV3(BaseRegressionModel):
     https://github.com/sponsors/robcaulk
     """
 
-    version = "3.7.13"
+    version = "3.7.14"
 
     @cached_property
     def _optuna_config(self) -> dict:
@@ -968,6 +968,13 @@ def label_objective(
     )
     label_natr_ratio = trial.suggest_float("label_natr_ratio", 0.0675, 0.175)
 
+    df = df.iloc[
+        -(
+            (fit_live_predictions_candles // label_period_candles)
+            * label_period_candles
+        ) :
+    ]
+
     _, peak_values, _ = dynamic_zigzag(
         df,
         period=label_period_candles,