From: Jérôme Benoit Date: Thu, 17 Jul 2025 15:44:21 +0000 (+0200) Subject: refactor(qav3): differentiate candles step for training and labeling X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=21780a4797bd7939d3c13c57a2fbf5a49c461bf4;p=freqai-strategies.git refactor(qav3): differentiate candles step for training and labeling Signed-off-by: Jérôme Benoit --- diff --git a/quickadapter/user_data/config-template.json b/quickadapter/user_data/config-template.json index 66dec2b..7067924 100644 --- a/quickadapter/user_data/config-template.json +++ b/quickadapter/user_data/config-template.json @@ -126,7 +126,8 @@ "n_jobs": 6, "n_trials": 36, "timeout": 7200, - "candles_step": 4, + "label_candles_step": 4, + "train_candles_step": 10, "storage": "file" }, "extra_returns_per_train": { diff --git a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py index d3f719a..c48c472 100644 --- a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py +++ b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py @@ -66,7 +66,8 @@ class QuickAdapterRegressorV3(BaseRegressionModel): "n_startup_trials": 15, "n_trials": 36, "timeout": 7200, - "candles_step": 4, + "label_candles_step": 4, + "train_candles_step": 10, "expansion_factor": 0.4, "seed": 1, } @@ -321,7 +322,7 @@ class QuickAdapterRegressorV3(BaseRegressionModel): test_weights, self.data_split_parameters.get("test_size", TEST_SIZE), self.freqai_info.get("fit_live_predictions_candles", 100), - self._optuna_config.get("candles_step"), + self._optuna_config.get("train_candles_step"), model_training_parameters, ), direction=optuna.study.StudyDirection.MINIMIZE, @@ -412,7 +413,7 @@ class QuickAdapterRegressorV3(BaseRegressionModel): pair=pair, timeframe=self.config.get("timeframe") ), fit_live_predictions_candles, - self._optuna_config.get("candles_step"), + self._optuna_config.get("label_candles_step"), ), directions=[ optuna.study.StudyDirection.MAXIMIZE,