def min_max_pred(
pred_df: pd.DataFrame, fit_live_predictions_candles: int, label_period_candles: int
):
+ beta = 10.0
min_pred = pred_df.tail(label_period_candles).apply(
- lambda col: smooth_min(col, beta=10.0)
+ lambda col: smooth_min(col, beta=beta)
)
max_pred = pred_df.tail(label_period_candles).apply(
- lambda col: smooth_max(col, beta=10.0)
+ lambda col: smooth_max(col, beta=beta)
)
return min_pred, max_pred
def min_max_pred(
pred_df: pd.DataFrame, fit_live_predictions_candles: int, label_period_candles: int
):
+ beta = 10.0
min_pred = pred_df.tail(label_period_candles).apply(
- lambda col: smooth_min(col, beta=10.0)
+ lambda col: smooth_min(col, beta=beta)
)
max_pred = pred_df.tail(label_period_candles).apply(
- lambda col: smooth_max(col, beta=10.0)
+ lambda col: smooth_max(col, beta=beta)
)
return min_pred, max_pred
min_label_period_candles = int(fit_live_predictions_candles / 10)
max_label_period_candles = fit_live_predictions_candles
label_period_candles = trial.suggest_int(
- "label_period_candles", min_label_period_candles, max_label_period_candles
+ "label_period_candles",
+ min_label_period_candles,
+ max_label_period_candles,
)
y_test = y_test.tail(label_period_candles)
y_pred = y_pred[-label_period_candles:]