From: Jérôme Benoit <jerome.benoit@piment-noir.org>
Date: Wed, 29 Jan 2025 12:37:35 +0000 (+0100)
Subject: fix: readd outlier_threshold default value
X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=94105d4213063b325544f6c6ef14544f0531aff6;p=freqai-strategies.git

fix: readd outlier_threshold default value

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
---

diff --git a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
index 3316c6c..c3273eb 100644
--- a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
+++ b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
@@ -182,7 +182,7 @@ class LightGBMRegressorQuickAdapterV35(BaseRegressionModel):
             di_values = di_values.dropna()
             f = spy.stats.genextreme.fit(di_values)
             cutoff = spy.stats.genextreme.ppf(
-                self.freqai_info.get("outlier_threshold"), *f
+                self.freqai_info.get("outlier_threshold", 0.999), *f
             )
 
         dk.data["DI_value_mean"] = pred_df_full["DI_values"].mean()
diff --git a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV3.py b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV3.py
index 3ab27f7..8538e3b 100644
--- a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV3.py
+++ b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV3.py
@@ -129,7 +129,7 @@ class XGBoostRegressorQuickAdapterV3(BaseRegressionModel):
             di_values = di_values.dropna()
             f = spy.stats.genextreme.fit(di_values)
             cutoff = spy.stats.genextreme.ppf(
-                self.freqai_info.get("outlier_threshold"), *f
+                self.freqai_info.get("outlier_threshold", 0.999), *f
             )
 
         dk.data["DI_value_mean"] = pred_df_full["DI_values"].mean()
diff --git a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
index 6464920..222b2a7 100644
--- a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
+++ b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
@@ -179,7 +179,7 @@ class XGBoostRegressorQuickAdapterV35(BaseRegressionModel):
             di_values = di_values.dropna()
             f = spy.stats.genextreme.fit(di_values)
             cutoff = spy.stats.genextreme.ppf(
-                self.freqai_info.get("outlier_threshold"), *f
+                self.freqai_info.get("outlier_threshold", 0.999), *f
             )
 
         dk.data["DI_value_mean"] = pred_df_full["DI_values"].mean()