From: Jérôme Benoit <jerome.benoit@piment-noir.org>
Date: Sat, 19 Apr 2025 20:28:17 +0000 (+0200)
Subject: perf(qav3): optimize labeling only over the last periods
X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=872b763a355127165181b052fc59467be8d2b246;p=freqai-strategies.git

perf(qav3): optimize labeling only over the last periods

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 0384c17..e9508ba 100644
--- a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
+++ b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
@@ -44,7 +44,7 @@ class QuickAdapterRegressorV3(BaseRegressionModel):
     https://github.com/sponsors/robcaulk
     """
 
-    version = "3.7.13"
+    version = "3.7.14"
 
     @cached_property
     def _optuna_config(self) -> dict:
@@ -968,6 +968,13 @@ def label_objective(
     )
     label_natr_ratio = trial.suggest_float("label_natr_ratio", 0.0675, 0.175)
 
+    df = df.iloc[
+        -(
+            (fit_live_predictions_candles // label_period_candles)
+            * label_period_candles
+        ) :
+    ]
+
     _, peak_values, _ = dynamic_zigzag(
         df,
         period=label_period_candles,