From: Jérôme Benoit Date: Wed, 12 Mar 2025 15:23:35 +0000 (+0100) Subject: perf(qav3): fine tune label period optimization X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=9334e7309b82fed5713b185a68f8eb74ee4984bf;p=freqai-strategies.git perf(qav3): fine tune label period optimization Signed-off-by: Jérôme Benoit --- diff --git a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py index 1e65e97..5862667 100644 --- a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py +++ b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py @@ -597,10 +597,7 @@ def period_objective( max_label_period_candles, step=candles_step, ) - label_period_frequency: int = max( - 1, int(fit_live_predictions_candles / (label_period_candles * 2)) - ) - label_window: int = label_period_candles * label_period_frequency + label_window: int = label_period_candles * 2 y_test = y_test.iloc[-label_window:].to_numpy() test_weights = test_weights[-label_window:] y_pred = y_pred[-label_window:] diff --git a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py index 2a32462..20a5a16 100644 --- a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py +++ b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py @@ -605,10 +605,7 @@ def period_objective( max_label_period_candles, step=candles_step, ) - label_period_frequency: int = max( - 1, int(fit_live_predictions_candles / (label_period_candles * 2)) - ) - label_window: int = label_period_candles * label_period_frequency + label_window: int = label_period_candles * 2 y_test = y_test.iloc[-label_window:].to_numpy() test_weights = test_weights[-label_window:] y_pred = y_pred[-label_window:]