]> Piment Noir Git Repositories - freqai-strategies.git/commitdiff
fix(qav3): ensure always the latest computed optuna HPs are used
authorJérôme Benoit <jerome.benoit@piment-noir.org>
Sun, 2 Mar 2025 16:01:16 +0000 (17:01 +0100)
committerJérôme Benoit <jerome.benoit@piment-noir.org>
Sun, 2 Mar 2025 16:01:16 +0000 (17:01 +0100)
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py

index bfbcd5bb6afbec008fe64c9ddddabe1a8cc1105c..cced5a24a1c276bac23417a72f7108a13d858e42 100644 (file)
@@ -101,12 +101,14 @@ class LightGBMRegressorQuickAdapterV35(BaseRegressionModel):
             )
             if optuna_hp_params:
                 self.__optuna_hp_params[dk.pair] = optuna_hp_params
+            if optuna_hp_rmse:
+                self.__optuna_hp_rmse[dk.pair] = optuna_hp_rmse
+
+            if self.__optuna_hp_params.get(dk.pair):
                 model_training_parameters = {
                     **model_training_parameters,
                     **self.__optuna_hp_params[dk.pair],
                 }
-            if optuna_hp_rmse:
-                self.__optuna_hp_rmse[dk.pair] = optuna_hp_rmse
 
             optuna_period_params, optuna_period_rmse = self.optuna_period_optimize(
                 dk.pair,
index 9312bdf4e58e87d211e1abfe5d57794fcc6137b2..be7ad108e01b90c7ff2cf2ec98b0cb0000d98144 100644 (file)
@@ -101,12 +101,14 @@ class XGBoostRegressorQuickAdapterV35(BaseRegressionModel):
             )
             if optuna_hp_params:
                 self.__optuna_hp_params[dk.pair] = optuna_hp_params
+            if optuna_hp_rmse:
+                self.__optuna_hp_rmse[dk.pair] = optuna_hp_rmse
+
+            if self.__optuna_hp_params.get(dk.pair):
                 model_training_parameters = {
                     **model_training_parameters,
                     **self.__optuna_hp_params[dk.pair],
                 }
-            if optuna_hp_rmse:
-                self.__optuna_hp_rmse[dk.pair] = optuna_hp_rmse
 
             optuna_period_params, optuna_period_rmse = self.optuna_period_optimize(
                 dk.pair,