From: Jérôme Benoit <jerome.benoit@piment-noir.org>
Date: Mon, 21 Apr 2025 19:14:41 +0000 (+0200)
Subject: perf(qav3): look for min/max prediction thresholds over at least 2 label
X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=c45bdd58522f213654063bd0ef87da938cbbf6ad;p=freqai-strategies.git

perf(qav3): look for min/max prediction thresholds over at least 2 label
periods

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

diff --git a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
index 38135f9..18f1751 100644
--- a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
+++ b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
@@ -385,10 +385,9 @@ class QuickAdapterRegressorV3(BaseRegressionModel):
             self.freqai_info.get("prediction_thresholds_temperature", 125.0)
         )
         extrema = pred_df[EXTREMA_COLUMN].iloc[
-            -max(
-                label_period_candles,
-                int((fit_live_predictions_candles / 2) / label_period_candles)
-                * label_period_candles,
+            -(
+                max(2, int((fit_live_predictions_candles / 2) / label_period_candles))
+                * label_period_candles
             ) :
         ]
         min_pred = smoothed_min(extrema, temperature=temperature)