]> Piment Noir Git Repositories - freqai-strategies.git/commitdiff
perf(qav3): look for min/max prediction thresholds over at least 2 label
authorJérôme Benoit <jerome.benoit@piment-noir.org>
Mon, 21 Apr 2025 19:14:41 +0000 (21:14 +0200)
committerJérôme Benoit <jerome.benoit@piment-noir.org>
Mon, 21 Apr 2025 19:14:41 +0000 (21:14 +0200)
periods

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py

index 38135f9263ba46317b15a7b4649be38856db7f1c..18f1751635373a01ea5ced101c9d1586641327f7 100644 (file)
@@ -385,10 +385,9 @@ class QuickAdapterRegressorV3(BaseRegressionModel):
             self.freqai_info.get("prediction_thresholds_temperature", 125.0)
         )
         extrema = pred_df[EXTREMA_COLUMN].iloc[
-            -max(
-                label_period_candles,
-                int((fit_live_predictions_candles / 2) / label_period_candles)
-                * label_period_candles,
+            -(
+                max(2, int((fit_live_predictions_candles / 2) / label_period_candles))
+                * label_period_candles
             ) :
         ]
         min_pred = smoothed_min(extrema, temperature=temperature)