perf: add some caching on computation helpers

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>

diff --git a/ReforceXY/user_data/freqaimodels/ReforceXY.py b/ReforceXY/user_data/freqaimodels/ReforceXY.py
index 8f068bb828b1ab03fb618877c7b6b6c947716ea9..ab09827b0fac9da0d9f7dc88cf3d886a4bc538be 100644 (file)
--- a/ReforceXY/user_data/freqaimodels/ReforceXY.py
+++ b/ReforceXY/user_data/freqaimodels/ReforceXY.py
@@ -1,4 +1,5 @@
 import copy
+from functools import lru_cache
 import gc
 import json
 import logging
@@ -1503,6 +1504,7 @@ def linear_schedule(initial_value: float) -> Callable[[float], float]:
     return func
 
 
+@lru_cache(maxsize=32)
 def hours_to_seconds(hours: float) -> float:
     """
     Converts hours to seconds
@@ -1511,6 +1513,7 @@ def hours_to_seconds(hours: float) -> float:
     return seconds
 
 
+@lru_cache(maxsize=32)
 def steps_to_days(steps: int, timeframe: str) -> float:
     """
     Calculate the number of days based on the given number of steps

diff --git a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
index f9d3a06f166fdf2f0b13b5a6ecaee419d6364d52..795ff67e23d9f88edf857d392fb16c8942177464 100644 (file)
--- a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
+++ b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
@@ -189,6 +189,7 @@ class QuickAdapterRegressorV3(BaseRegressionModel):
         else:
             raise ValueError(f"Invalid namespace: {namespace}")
 
+    @lru_cache(maxsize=8)
     def get_optuna_label_all_candles(self) -> list[int]:
         n_pairs = len(self.pairs)
         label_frequency_candles = max(
@@ -1094,6 +1095,7 @@ def train_objective(
     candles_step: int,
     model_training_parameters: dict[str, Any],
 ) -> float:
+    @lru_cache(maxsize=128)
     def calculate_min_extrema(
         length: int, fit_live_predictions_candles: int, min_extrema: int = 2
     ) -> int:

diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py
index 0d69185e866b521b6c150502af42808d7bdf3c3f..79364dbbd33016bfce28d02c9aac0e1d76713454 100644 (file)
--- a/quickadapter/user_data/strategies/QuickAdapterV3.py
+++ b/quickadapter/user_data/strategies/QuickAdapterV3.py
@@ -1,6 +1,6 @@
 import json
 import logging
-from functools import reduce, cached_property
+from functools import lru_cache, reduce, cached_property
 import datetime
 import math
 from pathlib import Path
@@ -666,6 +666,10 @@ class QuickAdapterV3(IStrategy):
                 f"Invalid trade_price_target: {trade_price_target}. Expected 'interpolation', 'weighted_interpolation' or 'moving_average'."
             )
 
+    @lru_cache(maxsize=128)
+    def get_stoploss_log_factor(self, trade_duration_candles: int) -> float:
+        return 1 / math.log10(3.75 + 0.25 * trade_duration_candles)
+
     def get_stoploss_distance(
         self, df: DataFrame, trade: Trade, current_rate: float
     ) -> Optional[float]:
@@ -679,9 +683,13 @@ class QuickAdapterV3(IStrategy):
             current_rate
             * (trade_natr / 100.0)
             * self.get_stoploss_natr_ratio(trade.pair)
-            * (1 / math.log10(3.75 + 0.25 * trade_duration_candles))
+            * self.get_stoploss_log_factor(trade_duration_candles)
         )
 
+    @lru_cache(maxsize=128)
+    def get_take_profit_log_factor(self, trade_duration_candles: int) -> float:
+        return math.log10(9.75 + 0.25 * trade_duration_candles)
+
     def get_take_profit_distance(self, df: DataFrame, trade: Trade) -> Optional[float]:
         trade_duration_candles = self.get_trade_duration_candles(df, trade)
         if not QuickAdapterV3.is_trade_duration_valid(trade_duration_candles):
@@ -693,7 +701,7 @@ class QuickAdapterV3(IStrategy):
             trade.open_rate
             * (trade_natr / 100.0)
             * self.get_take_profit_natr_ratio(trade.pair)
-            * math.log10(9.75 + 0.25 * trade_duration_candles)
+            * self.get_take_profit_log_factor(trade_duration_candles)
         )
 
     def throttle_callback(
@@ -850,6 +858,7 @@ class QuickAdapterV3(IStrategy):
             )
         return False
 
+    @lru_cache(maxsize=8)
     def max_open_trades_per_side(self) -> int:
         max_open_trades = self.config.get("max_open_trades")
         if max_open_trades < 0:

diff --git a/quickadapter/user_data/strategies/Utils.py b/quickadapter/user_data/strategies/Utils.py
index 40b5611ac78c1d6a397f0dcd1c4483716fe3237f..42f73e1779a72adc12658af8373ecb108aec53ed 100644 (file)
--- a/quickadapter/user_data/strategies/Utils.py
+++ b/quickadapter/user_data/strategies/Utils.py
@@ -22,6 +22,7 @@ def non_zero_diff(s1: pd.Series, s2: pd.Series) -> pd.Series:
     return diff
 
 
+@lru_cache(maxsize=8)
 def get_gaussian_window(std: float, center: bool) -> int:
     if std is None:
         raise ValueError("Standard deviation cannot be None")
@@ -33,12 +34,14 @@ def get_gaussian_window(std: float, center: bool) -> int:
     return max(3, window)
 
 
+@lru_cache(maxsize=8)
 def get_odd_window(window: int) -> int:
     if window < 1:
         raise ValueError("Window size must be greater than 0")
     return window if window % 2 == 1 else window + 1
 
 
+@lru_cache(maxsize=8)
 def derive_gaussian_std_from_window(window: int) -> float:
     # Assuming window = 6 * std + 1 => std = (window - 1) / 6
     return (window - 1) / 6.0 if window > 1 else 0.5