refactor: code cleanups

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 0fc85943dab3e3b947d3ffa526d041720916c357..810169b5cc979c30ad10a9aa6dd9854a5ff5c2cb 100644 (file)
--- a/ReforceXY/user_data/freqaimodels/ReforceXY.py
+++ b/ReforceXY/user_data/freqaimodels/ReforceXY.py
@@ -1007,8 +1007,8 @@ class ReforceXY(BaseReinforcementLearningModel):
                     )
                 else:
                     return (
-                        factor * pnl * (1 + lambda1 * duration_fraction)
-                        - 2 * lambda2 * duration_fraction
+                        factor * pnl * (1.0 + lambda1 * duration_fraction)
+                        - 2.0 * lambda2 * duration_fraction
                         - drawdown_penalty
                     )
 
@@ -1295,7 +1295,7 @@ class ReforceXY(BaseReinforcementLearningModel):
                 "tick" not in _history_df.columns
                 or "tick" not in _trade_history_df.columns
             ):
-                logger.warning("'tick' column is missing from history or trade history")
+                logger.warning("'tick' column is missing from history or trade_history")
                 return DataFrame()
 
             _rollout_history = merge(
@@ -1462,8 +1462,8 @@ class InfoMetricsCallback(TensorboardCallback):
                     "exploration_rate": float(self.model.exploration_rate),
                 }
             )
-        if "QRDQN" in self.model.__class__.__name__:
-            hparam_dict.update({"n_quantiles": int(self.model.n_quantiles)})
+            if "QRDQN" in self.model.__class__.__name__:
+                hparam_dict.update({"n_quantiles": int(self.model.n_quantiles)})
         metric_dict = {
             "info/total_reward": 0.0,
             "info/total_profit": 1.0,

diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py
index 303d79c756c6374b1126080a6390d876f3af812a..aaeaabc8d9cbf0f402922862fe6e1ca17341deb7 100644 (file)
--- a/quickadapter/user_data/strategies/QuickAdapterV3.py
+++ b/quickadapter/user_data/strategies/QuickAdapterV3.py
@@ -1120,7 +1120,7 @@ class QuickAdapterV3(IStrategy):
         side: str,
         order: Literal["entry", "exit"],
         rate: float,
-        min_natr_ratio_percent: float = 0.0099,
+        min_natr_ratio_percent: float = 0.0095,
         max_natr_ratio_percent: float = 0.095,
         lookback_period: int = 1,
         decay_ratio: float = 0.5,