From: Jérôme Benoit Date: Fri, 28 Feb 2025 13:37:04 +0000 (+0100) Subject: perf(qav3): align IQR for long/short signal X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=228f06a76caab691267129b44d91bf76c59f77ca;p=freqai-strategies.git perf(qav3): align IQR for long/short signal Signed-off-by: Jérôme Benoit --- diff --git a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py index 8eaa69d..d016e04 100644 --- a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py +++ b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py @@ -507,7 +507,7 @@ class LightGBMRegressorQuickAdapterV35(BaseRegressionModel): fit_live_predictions_candles / (label_period_candles * 2) ) min_pred = pred_df_sorted.iloc[-label_period_frequency:].quantile( - self.freqai_info.get("min_quantile", 0.25) + self.freqai_info.get("min_quantile", 0.75) ) max_pred = pred_df_sorted.iloc[:label_period_frequency].quantile( self.freqai_info.get("max_quantile", 0.75) diff --git a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py index 4bfaaf2..b0df554 100644 --- a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py +++ b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py @@ -508,7 +508,7 @@ class XGBoostRegressorQuickAdapterV35(BaseRegressionModel): fit_live_predictions_candles / (label_period_candles * 2) ) min_pred = pred_df_sorted.iloc[-label_period_frequency:].quantile( - self.freqai_info.get("min_quantile", 0.25) + self.freqai_info.get("min_quantile", 0.75) ) max_pred = pred_df_sorted.iloc[:label_period_frequency].quantile( self.freqai_info.get("max_quantile", 0.75)