]> Piment Noir Git Repositories - freqai-strategies.git/commitdiff
perf(qav3): wider HPO search space for n_estimators
authorJérôme Benoit <jerome.benoit@piment-noir.org>
Sun, 20 Jul 2025 09:04:20 +0000 (11:04 +0200)
committerJérôme Benoit <jerome.benoit@piment-noir.org>
Sun, 20 Jul 2025 09:04:20 +0000 (11:04 +0200)
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
quickadapter/user_data/config-template.json
quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
quickadapter/user_data/strategies/QuickAdapterV3.py

index a62877696fcdff54e028a1de0360afa639fa2067..f54789433eb8b1b7a97005ec6025011ba468fa25 100644 (file)
       "n_jobs": 6,
       "n_trials": 36,
       "timeout": 7200,
-      "label_candles_step": 4,
+      "label_candles_step": 2,
       "train_candles_step": 10,
       "storage": "file"
     },
index 8aabb52f4aa3031c839d55a03eed439ca9166db1..f3ca6548e5bbea4df28d5e5cca9152f2893b37f6 100644 (file)
@@ -50,7 +50,7 @@ class QuickAdapterRegressorV3(BaseRegressionModel):
     https://github.com/sponsors/robcaulk
     """
 
-    version = "3.7.95"
+    version = "3.7.96"
 
     @cached_property
     def _optuna_config(self) -> dict[str, Any]:
@@ -66,7 +66,7 @@ class QuickAdapterRegressorV3(BaseRegressionModel):
             "n_startup_trials": 15,
             "n_trials": 36,
             "timeout": 7200,
-            "label_candles_step": 4,
+            "label_candles_step": 2,
             "train_candles_step": 10,
             "expansion_factor": 0.4,
             "seed": 1,
@@ -1230,7 +1230,7 @@ def get_optuna_study_model_parameters(
             f"Unsupported regressor model: {regressor} (supported: {', '.join(regressors)})"
         )
     default_ranges = {
-        "n_estimators": (100, 1500),
+        "n_estimators": (100, 2000),
         "learning_rate": (1e-3, 0.5),
         "min_child_weight": (1e-8, 100.0),
         "subsample": (0.5, 1.0),
index 27c1207e9072dc55101785eb73bc55f86d43026d..40cb0d505d95dd2497e94e506a3c0aef79956bc9 100644 (file)
@@ -65,7 +65,7 @@ class QuickAdapterV3(IStrategy):
     INTERFACE_VERSION = 3
 
     def version(self) -> str:
-        return "3.3.99"
+        return "3.3.100"
 
     timeframe = "5m"