From: Jérôme Benoit <jerome.benoit@piment-noir.org>
Date: Sun, 25 May 2025 09:40:58 +0000 (+0200)
Subject: perf(qav3): recalibrate pivot labeling momentum interval under low volatility
X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=2de1d3b7ce3ce8d86a1204f92f2e37f69abff127;p=freqai-strategies.git

perf(qav3): recalibrate pivot labeling momentum interval under low volatility

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 90045ad..37ad091 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 = "3.7.63"
+    version = "3.7.64"
 
     @cached_property
     def _optuna_config(self) -> dict:
@@ -963,8 +963,8 @@ def zigzag(
 
     def calculate_min_slope_strength(
         pos: int,
-        min_strength: float = 0.8,
-        max_strength: float = 1.6,
+        min_strength: float = 0.5,
+        max_strength: float = 1.5,
     ) -> float:
         volatility_quantile = calculate_volatility_quantile(pos)
         if np.isnan(volatility_quantile):
diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py
index 3d1bfaf..ab31045 100644
--- a/quickadapter/user_data/strategies/QuickAdapterV3.py
+++ b/quickadapter/user_data/strategies/QuickAdapterV3.py
@@ -60,7 +60,7 @@ class QuickAdapterV3(IStrategy):
     INTERFACE_VERSION = 3
 
     def version(self) -> str:
-        return "3.3.65"
+        return "3.3.66"
 
     timeframe = "5m"
 
diff --git a/quickadapter/user_data/strategies/Utils.py b/quickadapter/user_data/strategies/Utils.py
index a4a1a8e..b7a6f7f 100644
--- a/quickadapter/user_data/strategies/Utils.py
+++ b/quickadapter/user_data/strategies/Utils.py
@@ -441,8 +441,8 @@ def zigzag(
 
     def calculate_min_slope_strength(
         pos: int,
-        min_strength: float = 0.8,
-        max_strength: float = 1.6,
+        min_strength: float = 0.5,
+        max_strength: float = 1.5,
     ) -> float:
         volatility_quantile = calculate_volatility_quantile(pos)
         if np.isnan(volatility_quantile):