From: Jérôme Benoit Date: Tue, 30 Sep 2025 10:46:13 +0000 (+0200) Subject: perf(qav3): tune fit_live_predictions_candles X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=9386f7158aedf562621ac8da3c476bb12a66b79b;p=freqai-strategies.git perf(qav3): tune fit_live_predictions_candles Signed-off-by: Jérôme Benoit --- diff --git a/ReforceXY/user_data/config-template.json b/ReforceXY/user_data/config-template.json index c22bb1f..d62ce9e 100644 --- a/ReforceXY/user_data/config-template.json +++ b/ReforceXY/user_data/config-template.json @@ -119,7 +119,7 @@ "backtest_period_days": 2, "write_metrics_to_disk": false, "identifier": "ReforceXY-PPO", - "fit_live_predictions_candles": 600, + "fit_live_predictions_candles": 864, "data_kitchen_thread_count": 4, // set to number of CPU threads / 4 "track_performance": false, "feature_parameters": { diff --git a/quickadapter/user_data/config-template.json b/quickadapter/user_data/config-template.json index c7a9683..af149f5 100644 --- a/quickadapter/user_data/config-template.json +++ b/quickadapter/user_data/config-template.json @@ -117,7 +117,7 @@ "write_metrics_to_disk": false, "identifier": "quickadapter-xgboost", // "identifier": "quickadapter-lightgbm", - "fit_live_predictions_candles": 600, + "fit_live_predictions_candles": 864, "data_kitchen_thread_count": 6, // set to number of CPU threads / 4 "track_performance": false, "outlier_threshold": 0.999, diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py index 463794b..aa26cd7 100644 --- a/quickadapter/user_data/strategies/QuickAdapterV3.py +++ b/quickadapter/user_data/strategies/QuickAdapterV3.py @@ -67,7 +67,7 @@ class QuickAdapterV3(IStrategy): INTERFACE_VERSION = 3 def version(self) -> str: - return "3.3.159" + return "3.3.160" timeframe = "5m" @@ -104,8 +104,17 @@ class QuickAdapterV3(IStrategy): 2: (0.7640, 0.2), } - timeframe_minutes = timeframe_to_minutes(timeframe) - minimal_roi = {str(timeframe_minutes * 864): -1} + @property + def minimal_roi(self) -> dict[str, Any]: + timeframe_minutes = timeframe_to_minutes(self.config.get("timeframe", "5m")) + fit_live_predictions_candles = int( + self.freqai_info.get("fit_live_predictions_candles", 100) + ) + return {str(timeframe_minutes * fit_live_predictions_candles): -1} + + @minimal_roi.setter + def minimal_roi(self, value: dict[str, Any]) -> None: + pass process_only_new_candles = True @@ -151,7 +160,7 @@ class QuickAdapterV3(IStrategy): stoploss_guard_lookback_period_candles / estimated_trade_duration_candles ) - * 0.75 + * 0.5 ) ), )