perf(qav3): fine tune label period 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 1e65e9760eb6e775cbe72c02b920874ae7e17090..58626678fc2ef6ce573e4567154084b55a140c8e 100644 (file)
--- a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
+++ b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
@@ -597,10 +597,7 @@ def period_objective(
         max_label_period_candles,
         step=candles_step,
     )
-    label_period_frequency: int = max(
-        1, int(fit_live_predictions_candles / (label_period_candles * 2))
-    )
-    label_window: int = label_period_candles * label_period_frequency
+    label_window: int = label_period_candles * 2
     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 2a32462946efca52da2fcad2dcc9fd8b99980452..20a5a1681dffc19b41585cace57ae3a4591e3fee 100644 (file)
--- a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
+++ b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
@@ -605,10 +605,7 @@ def period_objective(
         max_label_period_candles,
         step=candles_step,
     )
-    label_period_frequency: int = max(
-        1, int(fit_live_predictions_candles / (label_period_candles * 2))
-    )
-    label_window: int = label_period_candles * label_period_frequency
+    label_window: int = label_period_candles * 2
     y_test = y_test.iloc[-label_window:].to_numpy()
     test_weights = test_weights[-label_window:]
     y_pred = y_pred[-label_window:]