From: Jérôme Benoit Date: Sun, 17 Aug 2025 14:44:58 +0000 (+0200) Subject: perf(qav3): reduce NATR period search space for labeling X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=c4ac3ffbb8e65072c76a63bc3b70bd4c11ee9d4f;p=freqai-strategies.git perf(qav3): reduce NATR period search space for labeling Signed-off-by: Jérôme Benoit --- diff --git a/quickadapter/user_data/strategies/Utils.py b/quickadapter/user_data/strategies/Utils.py index 81a78ef..033c709 100644 --- a/quickadapter/user_data/strategies/Utils.py +++ b/quickadapter/user_data/strategies/Utils.py @@ -948,12 +948,12 @@ def soft_extremum(series: pd.Series, alpha: float) -> float: def get_min_max_label_period_candles( fit_live_predictions_candles: int, candles_step: int, - min_label_period_candles: int = 8, - max_label_period_candles: int = 48, - max_time_candles: int = 48, + min_label_period_candles: int = 12, + max_label_period_candles: int = 36, + max_time_candles: int = 36, max_horizon_fraction: float = 1.0 / 3.0, - min_label_period_candles_fallback: int = 8, - max_label_period_candles_fallback: int = 28, + min_label_period_candles_fallback: int = 12, + max_label_period_candles_fallback: int = 36, ) -> tuple[int, int, int]: if min_label_period_candles > max_label_period_candles: raise ValueError( @@ -964,7 +964,7 @@ def get_min_max_label_period_candles( capped_horizon_candles = max( 1, floor_to_step( - max(1, int(fit_live_predictions_candles * max_horizon_fraction)), + max(1, math.ceil(fit_live_predictions_candles * max_horizon_fraction)), candles_step, ), )