From: Jérôme Benoit Date: Thu, 6 Feb 2025 11:28:37 +0000 (+0100) Subject: fix(qav3): ensure optuna label_period_candles is used when computed X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=b87dbd91aa1547eae732bfc00745181596622fde;p=freqai-strategies.git fix(qav3): ensure optuna label_period_candles is used when computed Signed-off-by: Jérôme Benoit --- diff --git a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py index c4f274f..1ad7b5d 100644 --- a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py +++ b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py @@ -148,7 +148,10 @@ class LightGBMRegressorQuickAdapterV35(BaseRegressionModel): dk.data["extra_returns_per_train"]["&s-maxima_sort_threshold"] = 2 dk.data["extra_returns_per_train"]["&s-minima_sort_threshold"] = -2 else: - if self.__optuna_hyperopt: + if ( + self.__optuna_hyperopt + and pair in self.freqai_info["feature_parameters"] + ): label_period_candles = self.__optuna_hp.get( "label_period_candles", self.ft_params["label_period_candles"] ) diff --git a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py index d66ec07..e57b8d3 100644 --- a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py +++ b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py @@ -148,7 +148,10 @@ class XGBoostRegressorQuickAdapterV35(BaseRegressionModel): dk.data["extra_returns_per_train"]["&s-maxima_sort_threshold"] = 2 dk.data["extra_returns_per_train"]["&s-minima_sort_threshold"] = -2 else: - if self.__optuna_hyperopt: + if ( + self.__optuna_hyperopt + and pair in self.freqai_info["feature_parameters"] + ): label_period_candles = self.__optuna_hp.get( "label_period_candles", self.ft_params["label_period_candles"] )