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Piment Noir Git Repositories - freqai-strategies.git/log
Jérôme Benoit [Mon, 16 Jun 2025 09:01:46 +0000 (11:01 +0200)] 
refactor(qav3): refine typing
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 16 Jun 2025 07:36:57 +0000 (09:36 +0200)]
refactor(qav3): volatility ajusted pivots labeling confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 15 Jun 2025 21:53:18 +0000 (23:53 +0200)]
perf(qav3): fine tune pivots labeling confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 15 Jun 2025 19:56:08 +0000 (21:56 +0200)]
refactor(qav3): align cache variable namespace
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 15 Jun 2025 19:07:51 +0000 (21:07 +0200)]
refactor(qav3): refine type definition
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 15 Jun 2025 18:42:22 +0000 (20:42 +0200)]
perf(qav3): speed up pivots labeling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 15 Jun 2025 14:26:57 +0000 (16:26 +0200)]
fix(qav3): finally fix pivot labeling logic to not fail
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 14 Jun 2025 21:26:53 +0000 (23:26 +0200)]
fix(qav3): relax all pivot validation checks
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 14 Jun 2025 18:11:09 +0000 (20:11 +0200)]
refactor(qav3): cleanup extrema smoothing code
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 14 Jun 2025 15:22:24 +0000 (17:22 +0200)]
fix(qav3): add training hard requirements over pivots
also add debugging, enabled for now in the model
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 14 Jun 2025 10:14:39 +0000 (12:14 +0200)]
feat(qav3): add weighted interpolation to compute SL/TP price targets
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 13 Jun 2025 21:36:37 +0000 (23:36 +0200)]
refactor(qav3): cleanup zigzag()
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 13 Jun 2025 21:20:31 +0000 (23:20 +0200)]
fix(qav3): non moving local extrema check in zigzag()
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 13 Jun 2025 20:22:22 +0000 (22:22 +0200)]
refactor(qav3): remove unneeded zigzag caching
no performance improvements
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 13 Jun 2025 17:18:06 +0000 (19:18 +0200)]
perf(qav3): pivot labeling optimization adaptation to more market
conditions
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 13 Jun 2025 12:05:18 +0000 (14:05 +0200)]
fix(qav3): fix running pivots labeling optimization twice, take 4
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 13 Jun 2025 09:28:38 +0000 (11:28 +0200)]
fix(qav3): avoid running pivots labeling optimization twice, take 3
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 12 Jun 2025 19:42:17 +0000 (21:42 +0200)]
perf(qav3): enlarge pivots labeling optimization search space
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 12 Jun 2025 19:25:58 +0000 (21:25 +0200)]
fix(qav3): ensure label candle pool is properly sized
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 12 Jun 2025 19:02:29 +0000 (21:02 +0200)]
fix(qav3): ensure pivot labeling optimization run once per candle
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 12 Jun 2025 11:02:43 +0000 (13:02 +0200)]
perf(qav3): refine pivots labeling search space
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 12 Jun 2025 09:58:57 +0000 (11:58 +0200)]
perf(qav3): enlarge pivots labeling optimization search space
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 12 Jun 2025 08:57:31 +0000 (10:57 +0200)]
chore(qav3): sensible default configuration
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 11 Jun 2025 23:26:45 +0000 (01:26 +0200)]
refactor(qav3): return properly zigzag() tuple
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 11 Jun 2025 22:59:40 +0000 (00:59 +0200)]
perf(qav3): refine pivots labeling optimization objectives
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 11 Jun 2025 21:28:14 +0000 (23:28 +0200)]
chore(qav3): bump model version
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 11 Jun 2025 21:01:49 +0000 (23:01 +0200)]
fix(qav3): add locking to pivot optimization ops
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 11 Jun 2025 19:00:14 +0000 (21:00 +0200)]
perf(qav3): reduce pivots labeling optimization search space
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 11 Jun 2025 16:41:42 +0000 (18:41 +0200)]
fix(qav3): ensure pivot labeling optimization can run only once per new
candle
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 10 Jun 2025 17:55:49 +0000 (19:55 +0200)]
perf(qav3): refine pivots labeling optimization search space
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 10 Jun 2025 15:23:00 +0000 (17:23 +0200)]
perf(qav3): refine pivots labeling optimization search space
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 10 Jun 2025 14:55:42 +0000 (16:55 +0200)]
refactor(qav3): type cast tunable
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 10 Jun 2025 13:08:27 +0000 (15:08 +0200)]
perf(qav3): reduce optuna train search space
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 10 Jun 2025 10:07:52 +0000 (12:07 +0200)]
refactor(qav3): cleanup log message
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 10 Jun 2025 09:52:18 +0000 (11:52 +0200)]
fix(qav3): execute pivot labeling optimization
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 9 Jun 2025 22:28:50 +0000 (00:28 +0200)]
perf(qav3): run pivot labeling optimization to market via a frequency tunable
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 9 Jun 2025 15:56:34 +0000 (17:56 +0200)]
perf(qav3): make labeling optimization more agressive
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 9 Jun 2025 08:50:43 +0000 (10:50 +0200)]
perf(qav3): refine pivots labeling optimization
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 8 Jun 2025 20:56:41 +0000 (22:56 +0200)]
perf(qav3): add pivots labeling cache
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 8 Jun 2025 18:51:23 +0000 (20:51 +0200)]
perf(qav3): revert now unneeded pivot labeling validation smoothing
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 8 Jun 2025 10:12:05 +0000 (12:12 +0200)]
refactor(qav3): remove unneeded check
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 7 Jun 2025 20:10:56 +0000 (22:10 +0200)]
refactor(qav3): cleanup get_trade_moving_average_natr()
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 7 Jun 2025 18:56:17 +0000 (20:56 +0200)]
refactor(qav3): refine get_trade_interpolation_natr() interpolation
range
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 7 Jun 2025 12:14:48 +0000 (14:14 +0200)]
fix(qav3): trade NATR interpolation must account over the trade duration
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 6 Jun 2025 18:57:17 +0000 (20:57 +0200)]
fix(qav3): pivots labeling issue
log pivots labeling information
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 6 Jun 2025 11:03:33 +0000 (13:03 +0200)]
perf(qav3): tune pivots labeling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 6 Jun 2025 10:39:44 +0000 (12:39 +0200)]
perf(qav3): tune pivots labeling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 6 Jun 2025 08:09:55 +0000 (10:09 +0200)]
refactor(qav3): sensible naming to trade_price_target tunable
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 5 Jun 2025 22:49:07 +0000 (00:49 +0200)]
chore(qav3): bump versions
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 5 Jun 2025 22:47:35 +0000 (00:47 +0200)]
perf(qav3): tune pivot labeling momentum confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 5 Jun 2025 21:15:53 +0000 (23:15 +0200)]
fix(qav3): relax initial pivot identification to avoid labeling failure
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 5 Jun 2025 20:17:19 +0000 (22:17 +0200)]
refactor(qav3): add log throttling to custom_exit()
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 5 Jun 2025 16:39:30 +0000 (18:39 +0200)]
refactor(qav3): use numpy interpolation instead of open coding it
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 5 Jun 2025 09:22:28 +0000 (11:22 +0200)]
feat(qav3): add volatility quantile based method to compute trade exit
price
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 4 Jun 2025 10:20:37 +0000 (12:20 +0200)]
fix(qav3): find_fractals must return the dataframe indices
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 3 Jun 2025 17:56:07 +0000 (19:56 +0200)]
refactor(qav3): remove duplicate logic in kmeans MO trial selection
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 3 Jun 2025 17:21:23 +0000 (19:21 +0200)]
refactor(qav3): trivial cleanup in pivots labeling optimization
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 3 Jun 2025 15:22:12 +0000 (17:22 +0200)]
refactor(qav3): ensure label_weights are L1 normalized
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 3 Jun 2025 14:15:22 +0000 (16:15 +0200)]
feat(qav3): add kmeans to ideal point clustering multi objective trial selection
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 3 Jun 2025 11:48:30 +0000 (13:48 +0200)]
perf(qav3): tune pivot labeling optimization
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 2 Jun 2025 17:17:00 +0000 (19:17 +0200)]
refactor(qav3): align multi objective optimization metrics namespace
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 2 Jun 2025 11:09:51 +0000 (13:09 +0200)]
fix(qav3): brown paper bag bug at string path seperator handling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 2 Jun 2025 11:06:05 +0000 (13:06 +0200)]
fix(qav3): ensure timeframe is aligned everywhere
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 2 Jun 2025 08:16:29 +0000 (10:16 +0200)]
fix(qav3): fix TP/SL targets computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 1 Jun 2025 17:32:04 +0000 (19:32 +0200)]
fix(qav3): fix label params handling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 1 Jun 2025 16:56:13 +0000 (18:56 +0200)]
refactor(qav3): cleanup pivots labeling code
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 1 Jun 2025 10:28:54 +0000 (12:28 +0200)]
refactor: cleanup dataframe columns handling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 31 May 2025 13:06:11 +0000 (15:06 +0200)]
fix(qav3): use right zlema for EWO
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 31 May 2025 09:51:30 +0000 (11:51 +0200)]
refactor(qav3): consistent timeframe usage
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 31 May 2025 09:42:44 +0000 (11:42 +0200)]
refactor(qav3): use zlema as per Ehlers paper
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 30 May 2025 10:08:28 +0000 (12:08 +0200)]
perf(qav3): tune SL/TP targets computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 29 May 2025 19:41:21 +0000 (21:41 +0200)]
refactor(qav3): code cleanup
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 29 May 2025 16:51:13 +0000 (18:51 +0200)]
refactor: refine default configurations
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 29 May 2025 11:47:41 +0000 (13:47 +0200)]
refactor(qav3): cleanup MO tunables handling code
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 29 May 2025 09:17:48 +0000 (11:17 +0200)]
refactor(qav3): add tunables for knn based trials selection
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 28 May 2025 21:36:45 +0000 (23:36 +0200)]
refactor(qav3): consolidate hellinger distance computation code
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 28 May 2025 20:37:12 +0000 (22:37 +0200)]
refactor(qav3): use scipy for zero phase gaussian smoothing
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 28 May 2025 18:08:03 +0000 (20:08 +0200)]
feat(qav3): add standardized hellinger distance support to MO trial
selection
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 28 May 2025 14:15:17 +0000 (16:15 +0200)]
perf(qav3): default to seuclidean for MO trial selection
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 28 May 2025 10:20:12 +0000 (12:20 +0200)]
perf(qav3): tune TP price computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 28 May 2025 09:59:55 +0000 (11:59 +0200)]
docs(config): refine default configuration
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 27 May 2025 19:50:12 +0000 (21:50 +0200)]
docs(qav3): display proper log message for optuna
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 27 May 2025 18:39:31 +0000 (20:39 +0200)]
fix(qav3): properly handle objectives weighting for some metrics
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 27 May 2025 17:01:05 +0000 (19:01 +0200)]
feat(qav3): account for weights at MO trial selection
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 27 May 2025 14:03:09 +0000 (16:03 +0200)]
refactor(qav3): use scipy gmean
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 27 May 2025 12:06:52 +0000 (14:06 +0200)]
refactor(qav3): add inputs guard to optuna MO encapsulation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 27 May 2025 07:36:38 +0000 (09:36 +0200)]
perf(qav3): fine tune TP/SL targets computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 27 May 2025 07:24:47 +0000 (09:24 +0200)]
docs: add some comments for metric definition in MO trial selection
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 26 May 2025 20:51:22 +0000 (22:51 +0200)]
refactor(qav3): more explicit code at MO trial selection
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 26 May 2025 19:46:11 +0000 (21:46 +0200)]
feat(qav3): add more label metrics to allow labeling optimization tuning
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 26 May 2025 17:21:58 +0000 (19:21 +0200)]
feat(qav3): add a few metrics for trials selection
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 26 May 2025 14:44:00 +0000 (16:44 +0200)]
refactor(qav3): cleanup pivots labeling tunables namespace
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 26 May 2025 12:44:38 +0000 (14:44 +0200)]
perf(qav3): switch to state of the art MO trials selection
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 25 May 2025 22:27:26 +0000 (00:27 +0200)]
feat(qav3): design MO trials selection to support any kind of distance
metric
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 25 May 2025 19:27:38 +0000 (21:27 +0200)]
refactor(qav3): cleanup MO trial selection
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 25 May 2025 17:22:39 +0000 (19:22 +0200)]
feat(qav3): add generic direction support for MO quantile trials
selection method
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 25 May 2025 15:19:09 +0000 (17:19 +0200)]
refactor(qav3): error message cleanups
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 25 May 2025 14:46:27 +0000 (16:46 +0200)]
fix(qav3): MO trial selection cut&paste mistake
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 25 May 2025 14:27:59 +0000 (16:27 +0200)]
fix(qav3): readd quantile MO pareto front trial selection
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 25 May 2025 13:03:39 +0000 (15:03 +0200)]
fix(qav3): filter invalid best trials at MO optimization
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
repositories / freqai-strategies.git / log
