From: Jérôme Benoit <jerome.benoit@piment-noir.org>
Date: Tue, 20 May 2025 19:24:28 +0000 (+0200)
Subject: perf(qav3): refine optuna defaults
X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=0a15c9fd8d9038e1131117955d0a949d27f1a249;p=freqai-strategies.git

perf(qav3): refine optuna defaults

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

diff --git a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
index 3aaad6d..f4d7b70 100644
--- a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
+++ b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
@@ -45,7 +45,7 @@ class QuickAdapterRegressorV3(BaseRegressionModel):
     https://github.com/sponsors/robcaulk
     """
 
-    version = "3.7.51"
+    version = "3.7.52"
 
     @cached_property
     def _optuna_config(self) -> dict:
@@ -58,6 +58,7 @@ class QuickAdapterRegressorV3(BaseRegressionModel):
             "storage": "file",
             "continuous": True,
             "warm_start": True,
+            "n_startup_trials": 15,
             "n_trials": 36,
             "timeout": 7200,
             "candles_step": 10,
@@ -568,9 +569,12 @@ class QuickAdapterRegressorV3(BaseRegressionModel):
             return optuna.create_study(
                 study_name=study_name,
                 sampler=optuna.samplers.TPESampler(
-                    multivariate=True, group=True, seed=self._optuna_config.get("seed")
+                    n_startup_trials=self._optuna_config.get("n_startup_trials"),
+                    multivariate=True,
+                    group=True,
+                    seed=self._optuna_config.get("seed"),
                 ),
-                pruner=optuna.pruners.HyperbandPruner(),
+                pruner=optuna.pruners.HyperbandPruner(min_resource=3),
                 direction=direction,
                 directions=directions,
                 storage=storage,
diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py
index 0810c00..70c02a5 100644
--- a/quickadapter/user_data/strategies/QuickAdapterV3.py
+++ b/quickadapter/user_data/strategies/QuickAdapterV3.py
@@ -59,7 +59,7 @@ class QuickAdapterV3(IStrategy):
     INTERFACE_VERSION = 3
 
     def version(self) -> str:
-        return "3.3.49"
+        return "3.3.50"
 
     timeframe = "5m"