From: Jérôme Benoit <jerome.benoit@sap.com>
Date: Thu, 6 Feb 2025 17:12:26 +0000 (+0100)
Subject: perf(qav3): fine tune label_period_candles HPO
X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=ac0f8e384bdca131964762db6998a853c70381e3;p=freqai-strategies.git

perf(qav3): fine tune label_period_candles HPO

Signed-off-by: Jérôme Benoit <jerome.benoit@sap.com>
---

diff --git a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
index 07e7d75..befe599 100644
--- a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
+++ b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py
@@ -276,14 +276,14 @@ def objective(
     )
     y_pred = model.predict(X_test)
 
+    min_label_period_candles = 1
+    max_label_period_candles = int(fit_live_predictions_candles / 2)
+    if max_label_period_candles < min_label_period_candles:
+        max_label_period_candles = min_label_period_candles
     label_period_candles = trial.suggest_int(
         "label_period_candles",
-        int(fit_live_predictions_candles / 20)
-        if fit_live_predictions_candles > 20
-        else 1,
-        int(fit_live_predictions_candles / 2)
-        if fit_live_predictions_candles > 2
-        else fit_live_predictions_candles,
+        min_label_period_candles,
+        max_label_period_candles,
     )
     y_test = y_test.tail(label_period_candles)
     y_pred = y_pred[-label_period_candles:]
diff --git a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
index fcffac6..d59c289 100644
--- a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
+++ b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py
@@ -281,14 +281,12 @@ def objective(
     )
     y_pred = model.predict(X_test)
 
+    min_label_period_candles = 1
+    max_label_period_candles = int(fit_live_predictions_candles / 2)
+    if max_label_period_candles < min_label_period_candles:
+        max_label_period_candles = min_label_period_candles
     label_period_candles = trial.suggest_int(
-        "label_period_candles",
-        int(fit_live_predictions_candles / 20)
-        if fit_live_predictions_candles > 20
-        else 1,
-        int(fit_live_predictions_candles / 2)
-        if fit_live_predictions_candles > 2
-        else fit_live_predictions_candles,
+        "label_period_candles", min_label_period_candles, max_label_period_candles
     )
     y_test = y_test.tail(label_period_candles)
     y_pred = y_pred[-label_period_candles:]