From: Jérôme Benoit Date: Fri, 14 Mar 2025 11:33:06 +0000 (+0100) Subject: perf(qav3): fine tune label window optimization X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=7d9dc54ded932a626517409c52d7c2de0c60ab73;p=freqai-strategies.git perf(qav3): fine tune label window optimization Signed-off-by: Jérôme Benoit --- diff --git a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py index 366d01c..af74df5 100644 --- a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py +++ b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py @@ -589,7 +589,7 @@ def period_objective( step=candles_step, ) label_period_frequency: int = int( - fit_live_predictions_candles / label_period_candles + fit_live_predictions_candles / (label_period_candles * 2) ) label_window: int = label_period_candles * label_period_frequency y_test = y_test.iloc[-label_window:].to_numpy() diff --git a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py index 8d5926a..35bdd35 100644 --- a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py +++ b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py @@ -597,7 +597,7 @@ def period_objective( step=candles_step, ) label_period_frequency: int = int( - fit_live_predictions_candles / label_period_candles + fit_live_predictions_candles / (label_period_candles * 2) ) label_window: int = label_period_candles * label_period_frequency y_test = y_test.iloc[-label_window:].to_numpy()