chore(quickadapter): raise default fill_sigma_candles to 25.0

Update the canonical DEFAULTS_LABEL_WEIGHTING value, the config template,
and the tunables documentation in lockstep. The default is inert for the
default fill_method ("zero"); it only affects the per-pivot Gaussian
bandwidth (and its knn clip upper bound) when fill_method is "gaussian"
or "epsilon_gaussian".

diff --git a/README.md b/README.md
index 9b823ea99d3ba683e38f8996b00dd402096021c1..e8a5d0a7f183f9fa27b85719c6c886eea0138215 100644 (file)
--- a/README.md
+++ b/README.md
@@ -82,7 +82,7 @@ docker compose up -d --build
 | freqai.label_weighting.fill_method                             | `zero`                        | enum {`zero`,`epsilon`,`gaussian`,`epsilon_gaussian`}                                                                                                                                                        | Off-pivot weighting scheme. `zero` hard-zeros off-pivot rows; `epsilon` applies the epsilon floor `fill_epsilon * <fill_epsilon_baseline>(pivot_weights)`; `gaussian` applies per-pivot Gaussian bumps; `epsilon_gaussian` sums the `epsilon` floor and the `gaussian` bumps. Pivot rows take the max of their raw weight and the off-pivot field at their index (no-op for `zero`). Switching away from `zero` may require retuning tree-leaf regularization (`min_child_weight`, `lambda`) and resetting any prior Optuna study. Changing this parameter requires deleting trained models.               |
 | freqai.label_weighting.fill_epsilon                            | 0.000001                      | float [0,1]                                                                                                                                                                                                  | Off-pivot fraction of the pivot baseline. Ignored when `fill_method` not in {`epsilon`,`epsilon_gaussian`}.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                |
 | freqai.label_weighting.fill_epsilon_baseline                   | `mean`                        | enum {`mean`,`median`}                                                                                                                                                                                       | Pivot baseline statistic. `mean` tracks central tendency; `median` is robust against pivot-weight skew. Ignored when `fill_method` not in {`epsilon`,`epsilon_gaussian`}.                                                                                                                                                                                                                                                                                                                                                                                                                                  |
-| freqai.label_weighting.fill_sigma_candles                      | 10.0                          | float >= 0.5                                                                                                                                                                                                 | Gaussian standard deviation in candles for the per-pivot bumps. Acts as the upper bound on per-pivot sigma when `fill_bandwidth == "knn"`. Lower bound 0.5 prevents severe underflow in the Gaussian tail. Ignored when `fill_method` not in {`gaussian`,`epsilon_gaussian`}.                                                                                                                                                                                                                                                                                                                              |
+| freqai.label_weighting.fill_sigma_candles                      | 25.0                          | float >= 0.5                                                                                                                                                                                                 | Gaussian standard deviation in candles for the per-pivot bumps. Acts as the upper bound on per-pivot sigma when `fill_bandwidth == "knn"`. Lower bound 0.5 prevents severe underflow in the Gaussian tail. Ignored when `fill_method` not in {`gaussian`,`epsilon_gaussian`}.                                                                                                                                                                                                                                                                                                                              |
 | freqai.label_weighting.fill_sigma_min_candles                  | 0.5                           | float >= 0.5                                                                                                                                                                                                 | Lower bound on per-pivot sigma in candles when `fill_bandwidth == "knn"`. Clipped to `fill_sigma_candles` when larger. Ignored when `fill_method` not in {`gaussian`,`epsilon_gaussian`} or `fill_bandwidth != "knn"`.                                                                                                                                                                                                                                                                                                                                                                                     |
 | freqai.label_weighting.fill_bandwidth                          | `fixed`                       | enum {`fixed`,`knn`}                                                                                                                                                                                         | Per-pivot Gaussian bandwidth selector. `fixed` applies a constant `fill_sigma_candles` to every pivot (legacy behavior). `knn` adapts each pivot's sigma to local pivot density via `sigma_p = clip(fill_bandwidth_alpha * d_k(p), fill_sigma_min_candles, fill_sigma_candles)` where `d_k(p)` is the index distance to the `k`-th nearest pivot neighbor (Loftsgaarden & Quesenberry 1965; Silverman 1986, §5.2). Mitigates the crushing of weaker pivots by stronger neighbors in dense clusters. Ignored when `fill_method` not in {`gaussian`,`epsilon_gaussian`}.                                     |
 | freqai.label_weighting.fill_bandwidth_neighbors                | 1                             | int >= 1                                                                                                                                                                                                     | `k` for the k-nearest-neighbor bandwidth selector. Ignored when `fill_method` not in {`gaussian`,`epsilon_gaussian`} or `fill_bandwidth != "knn"`.                                                                                                                                                                                                                                                                                                                                                                                                                                                         |

diff --git a/quickadapter/user_data/config-template.json b/quickadapter/user_data/config-template.json
index c80f480c637c8214854b83c15ea5d26f750b5e27..bdfa2e6293241a5ba06c3f413778286c3da4d4fe 100644 (file)
--- a/quickadapter/user_data/config-template.json
+++ b/quickadapter/user_data/config-template.json
@@ -102,7 +102,7 @@
       "fill_method": "zero",
       "fill_epsilon": 0.000001,
       "fill_epsilon_baseline": "mean",
-      "fill_sigma_candles": 10.0,
+      "fill_sigma_candles": 25.0,
       "fill_sigma_min_candles": 0.5,
       "fill_bandwidth_alpha": 0.5,
       "support_policy": "fallback",

diff --git a/quickadapter/user_data/strategies/LabelTransformer.py b/quickadapter/user_data/strategies/LabelTransformer.py
index aec380f069a07960854a615aebf57f3d3ac70a00..ca8f46f0f2fb6d0d147bfd76830d2f5700b27e3d 100644 (file)
--- a/quickadapter/user_data/strategies/LabelTransformer.py
+++ b/quickadapter/user_data/strategies/LabelTransformer.py
@@ -127,7 +127,7 @@ DEFAULTS_LABEL_WEIGHTING: Final[dict[str, Any]] = {
     "fill_method": FILL_METHODS[0],  # "zero"
     "fill_epsilon": 1e-6,
     "fill_epsilon_baseline": FILL_EPSILON_BASELINES[0],  # "mean"
-    "fill_sigma_candles": 10.0,
+    "fill_sigma_candles": 25.0,
     "fill_sigma_min_candles": 0.5,
     "fill_bandwidth": FILL_BANDWIDTHS[0],  # "fixed"
     "fill_bandwidth_neighbors": 1,