From: Jérôme Benoit Date: Mon, 10 Feb 2025 19:48:27 +0000 (+0100) Subject: fix(qav3): fix log‑sum‑exp computation X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=5957c64c24b093182c293a4064ac30592b44e57d;p=freqai-strategies.git fix(qav3): fix log‑sum‑exp computation Signed-off-by: Jérôme Benoit --- diff --git a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py index 5726f8e..c1af399 100644 --- a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py +++ b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py @@ -238,10 +238,10 @@ def min_max_pred( pred_df: pd.DataFrame, fit_live_predictions_candles: int, label_period_candles: int ): min_pred = pred_df.tail(label_period_candles).apply( - lambda col: smooth_min(col, beta=10) + lambda col: smooth_min(col, beta=10.0) ) max_pred = pred_df.tail(label_period_candles).apply( - lambda col: smooth_max(col, beta=10) + lambda col: smooth_max(col, beta=10.0) ) return min_pred, max_pred diff --git a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py index b2d1dbf..f2c28f8 100644 --- a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py +++ b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py @@ -238,10 +238,10 @@ def min_max_pred( pred_df: pd.DataFrame, fit_live_predictions_candles: int, label_period_candles: int ): min_pred = pred_df.tail(label_period_candles).apply( - lambda col: smooth_min(col, beta=10) + lambda col: smooth_min(col, beta=10.0) ) max_pred = pred_df.tail(label_period_candles).apply( - lambda col: smooth_max(col, beta=10) + lambda col: smooth_max(col, beta=10.0) ) return min_pred, max_pred