From: Jérôme Benoit Date: Wed, 5 Mar 2025 13:52:41 +0000 (+0100) Subject: perf(qav3): fine tune the extrema labelling window X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=19395df55bd09ee3a96cfdafdea2be668d5b3ae9;p=freqai-strategies.git perf(qav3): fine tune the extrema labelling window Signed-off-by: Jérôme Benoit --- diff --git a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py index eeef89f..1fdd090 100644 --- a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py +++ b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py @@ -591,8 +591,8 @@ def period_objective( ) y_pred = model.predict(X_test) - min_label_period_candles: int = fit_live_predictions_candles // 20 - max_label_period_candles: int = fit_live_predictions_candles // 4 + min_label_period_candles: int = fit_live_predictions_candles // 60 + max_label_period_candles: int = fit_live_predictions_candles // 6 label_period_candles = trial.suggest_int( "label_period_candles", min_label_period_candles, diff --git a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py index 3936076..da05210 100644 --- a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py +++ b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py @@ -595,8 +595,8 @@ def period_objective( ) y_pred = model.predict(X_test) - min_label_period_candles: int = fit_live_predictions_candles // 20 - max_label_period_candles: int = fit_live_predictions_candles // 4 + min_label_period_candles: int = fit_live_predictions_candles // 60 + max_label_period_candles: int = fit_live_predictions_candles // 6 label_period_candles = trial.suggest_int( "label_period_candles", min_label_period_candles,