From: Jérôme Benoit <jerome.benoit@piment-noir.org>
Date: Fri, 14 Mar 2025 13:59:08 +0000 (+0100)
Subject: perf(qav3): split evenly fit live predictions window
X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=18b909d2b5e189b86830844f212c173eaa17ce5a;p=freqai-strategies.git

perf(qav3): split evenly fit live predictions window

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

diff --git a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
index 24baa08..1cf89f2 100644
--- a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
+++ b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
@@ -590,10 +590,13 @@ def period_objective(
         max_label_period_candles,
         step=candles_step,
     )
-    y_test = y_test.iloc[-fit_live_predictions_candles:].to_numpy()
-    test_weights = test_weights[-fit_live_predictions_candles:]
-    y_pred = y_pred[-fit_live_predictions_candles:]
     label_window: int = label_period_candles * 2
+    label_windows_length: int = (
+        fit_live_predictions_candles // label_window
+    ) * label_window
+    y_test = y_test.iloc[-label_windows_length:].to_numpy()
+    test_weights = test_weights[-label_windows_length:]
+    y_pred = y_pred[-label_windows_length:]
     y_test = [y_test[i : i + label_window] for i in range(0, len(y_test), label_window)]
     test_weights = [
         test_weights[i : i + label_window]
diff --git a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
index bdec0f6..0e65884 100644
--- a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
+++ b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
@@ -598,10 +598,13 @@ def period_objective(
         max_label_period_candles,
         step=candles_step,
     )
-    y_test = y_test.iloc[-fit_live_predictions_candles:].to_numpy()
-    test_weights = test_weights[-fit_live_predictions_candles:]
-    y_pred = y_pred[-fit_live_predictions_candles:]
     label_window: int = label_period_candles * 2
+    label_windows_length: int = (
+        fit_live_predictions_candles // label_window
+    ) * label_window
+    y_test = y_test.iloc[-label_windows_length:].to_numpy()
+    test_weights = test_weights[-label_windows_length:]
+    y_pred = y_pred[-label_windows_length:]
     y_test = [y_test[i : i + label_window] for i in range(0, len(y_test), label_window)]
     test_weights = [
         test_weights[i : i + label_window]