fix(qav3): ensure optuna label_period_candles is used when computed

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 c4f274f06d3a8757123ac4ec3f7131ea0e2a305b..1ad7b5d2356f566f8032212656f0165ffca98dde 100644 (file)
--- a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
+++ b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
@@ -148,7 +148,10 @@ class LightGBMRegressorQuickAdapterV35(BaseRegressionModel):
             dk.data["extra_returns_per_train"]["&s-maxima_sort_threshold"] = 2
             dk.data["extra_returns_per_train"]["&s-minima_sort_threshold"] = -2
         else:
-            if self.__optuna_hyperopt:
+            if (
+                self.__optuna_hyperopt
+                and pair in self.freqai_info["feature_parameters"]
+            ):
                 label_period_candles = self.__optuna_hp.get(
                     "label_period_candles", self.ft_params["label_period_candles"]
                 )

diff --git a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
index d66ec073f999b7867aef2df692a84ab0f9cbc8b2..e57b8d36b04a89c86d464ab91ae412f12634b14a 100644 (file)
--- a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
+++ b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
@@ -148,7 +148,10 @@ class XGBoostRegressorQuickAdapterV35(BaseRegressionModel):
             dk.data["extra_returns_per_train"]["&s-maxima_sort_threshold"] = 2
             dk.data["extra_returns_per_train"]["&s-minima_sort_threshold"] = -2
         else:
-            if self.__optuna_hyperopt:
+            if (
+                self.__optuna_hyperopt
+                and pair in self.freqai_info["feature_parameters"]
+            ):
                 label_period_candles = self.__optuna_hp.get(
                     "label_period_candles", self.ft_params["label_period_candles"]
                 )