]> Piment Noir Git Repositories - freqai-strategies.git/log
freqai-strategies.git
5 weeks agofix(reforcexy): fix total steps computation
Jérôme Benoit [Sun, 20 Jul 2025 18:12:50 +0000 (20:12 +0200)] 
fix(reforcexy): fix total steps computation

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
5 weeks agochore(qav3): bump strategy version
Jérôme Benoit [Sun, 20 Jul 2025 17:36:48 +0000 (19:36 +0200)] 
chore(qav3): bump strategy version

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
5 weeks agoperf(qav3): compute the secure take profit price from the partial exit
Jérôme Benoit [Sun, 20 Jul 2025 17:34:50 +0000 (19:34 +0200)] 
perf(qav3): compute the secure take profit price from the partial exit
stages

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
5 weeks agoperf(qav3): wider HPO search space for n_estimators
Jérôme Benoit [Sun, 20 Jul 2025 09:04:20 +0000 (11:04 +0200)] 
perf(qav3): wider HPO search space for n_estimators

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
5 weeks agofeat(qav3): partial trade exiting (#2)
Jérôme Benoit [Sat, 19 Jul 2025 21:52:31 +0000 (23:52 +0200)] 
feat(qav3): partial trade exiting (#2)

* feat: partial trade exiting

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* chore(qav3): bump strategy version

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* fix(qav3): fix final trade exiting conditions

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

* fix(qav3): ensure the trade securisation tunable can't be wrongly
triggered

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* chore: fine tune default trade secure percent

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* refactor(qav3): ensure custom_exit() return

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

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
5 weeks agochore: bump model version
Jérôme Benoit [Sat, 19 Jul 2025 19:29:00 +0000 (21:29 +0200)] 
chore: bump model version

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
5 weeks agoMerge pull request #3 from jerome-benoit/perf/hpo_n_estimators
Jérôme Benoit [Sat, 19 Jul 2025 19:26:08 +0000 (21:26 +0200)] 
Merge pull request #3 from jerome-benoit/perf/hpo_n_estimators

perf(qav3): add n_estimators to HPO

5 weeks agoMerge branch 'main' of github.com:jerome-benoit/freqai-strategies into perf/hpo_n_est...
Jérôme Benoit [Sat, 19 Jul 2025 19:15:51 +0000 (21:15 +0200)] 
Merge branch 'main' of github.com:jerome-benoit/freqai-strategies into perf/hpo_n_estimators

5 weeks agorefactor(qav3): trivial code cleanups
Jérôme Benoit [Sat, 19 Jul 2025 19:13:52 +0000 (21:13 +0200)] 
refactor(qav3): trivial code cleanups

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
5 weeks agorefactor: trivial code cleanup
Jérôme Benoit [Sat, 19 Jul 2025 19:09:14 +0000 (21:09 +0200)] 
refactor: trivial code cleanup

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
5 weeks agoMerge branch 'main' of github.com:jerome-benoit/freqai-strategies into perf/hpo_n_est...
Jérôme Benoit [Sat, 19 Jul 2025 19:06:12 +0000 (21:06 +0200)] 
Merge branch 'main' of github.com:jerome-benoit/freqai-strategies into perf/hpo_n_estimators

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
5 weeks agorefactor(qav3): cleanup SL/TP price computation API
Jérôme Benoit [Sat, 19 Jul 2025 14:56:12 +0000 (16:56 +0200)] 
refactor(qav3): cleanup SL/TP price computation API

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
5 weeks agoperf(qav3): use last candle WCL at trade entry confirmation
Jérôme Benoit [Thu, 17 Jul 2025 21:54:46 +0000 (23:54 +0200)] 
perf(qav3): use last candle WCL at trade entry confirmation

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
5 weeks agorefactor(qav3): differentiate candles step for training and labeling
Jérôme Benoit [Thu, 17 Jul 2025 15:44:21 +0000 (17:44 +0200)] 
refactor(qav3): differentiate candles step for training and labeling

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
5 weeks agoperf(qav3): finer grained NATR periods exploration at pivots optimization
Jérôme Benoit [Thu, 17 Jul 2025 15:25:22 +0000 (17:25 +0200)] 
perf(qav3): finer grained NATR periods exploration at pivots optimization

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
5 weeks agorefactor(qav3): reorder extrema plotting
Jérôme Benoit [Wed, 16 Jul 2025 19:04:00 +0000 (21:04 +0200)] 
refactor(qav3): reorder extrema plotting

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
7 weeks agorefactor(qav3): cleanup magic numbers handling
Jérôme Benoit [Thu, 3 Jul 2025 10:00:13 +0000 (12:00 +0200)] 
refactor(qav3): cleanup magic numbers handling

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
8 weeks agoperf(qav3): stricter trade entry confirmation
Jérôme Benoit [Sun, 29 Jun 2025 11:18:14 +0000 (13:18 +0200)] 
perf(qav3): stricter trade entry confirmation

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
8 weeks agochore: align docker-compose.xml
Jérôme Benoit [Sat, 28 Jun 2025 20:23:11 +0000 (22:23 +0200)] 
chore: align docker-compose.xml

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
8 weeks agorefactor(qav3): ensure timezone is synced with the host
Jérôme Benoit [Sat, 28 Jun 2025 14:42:03 +0000 (16:42 +0200)] 
refactor(qav3): ensure timezone is synced with the host

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
8 weeks agochore: add CODEOWNERS file
Jérôme Benoit [Fri, 27 Jun 2025 21:15:09 +0000 (23:15 +0200)] 
chore: add CODEOWNERS file

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
8 weeks agofix(qav3): properly propagate expansion_factor tunable
Jérôme Benoit [Fri, 27 Jun 2025 18:30:45 +0000 (20:30 +0200)] 
fix(qav3): properly propagate expansion_factor tunable

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
8 weeks agorefactor(qav3): add HPO search space expansion as a tunable
Jérôme Benoit [Fri, 27 Jun 2025 17:58:46 +0000 (19:58 +0200)] 
refactor(qav3): add HPO search space expansion as a tunable

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
8 weeks agorefactor(qav3): remove ewma smoothing, introduce time decay
Jérôme Benoit [Thu, 26 Jun 2025 10:05:50 +0000 (12:05 +0200)] 
refactor(qav3): remove ewma smoothing, introduce time decay

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
8 weeks agorefactor(qav3): refine typing
Jérôme Benoit [Wed, 25 Jun 2025 17:36:01 +0000 (19:36 +0200)] 
refactor(qav3): refine typing

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
8 weeks agorefactor(qav3): refine typing
Jérôme Benoit [Wed, 25 Jun 2025 14:11:49 +0000 (16:11 +0200)] 
refactor(qav3): refine typing

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agoperf(qav3): stricter # of pivots condition at models training
Jérôme Benoit [Tue, 24 Jun 2025 19:38:00 +0000 (21:38 +0200)] 
perf(qav3): stricter # of pivots condition at models training

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agorefactor(qav3): default MO to standardized euclideam metric in more places
Jérôme Benoit [Mon, 23 Jun 2025 18:31:44 +0000 (20:31 +0200)] 
refactor(qav3): default MO to standardized euclideam metric in more places

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agorefactor(qav3): refine typing
Jérôme Benoit [Mon, 23 Jun 2025 13:12:31 +0000 (15:12 +0200)] 
refactor(qav3): refine typing

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agorefactor(qav3): simplify candle pool caching
Jérôme Benoit [Sun, 22 Jun 2025 17:09:02 +0000 (19:09 +0200)] 
refactor(qav3): simplify candle pool caching

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agorefactor(qav3): add clause guard at candle pool handling
Jérôme Benoit [Sat, 21 Jun 2025 00:20:14 +0000 (02:20 +0200)] 
refactor(qav3): add clause guard at candle pool handling

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agofix(qav3): fix again candle pool full caching
Jérôme Benoit [Sat, 21 Jun 2025 00:00:15 +0000 (02:00 +0200)] 
fix(qav3): fix again candle pool full caching

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agoperf(qav3): readd properly some caching
Jérôme Benoit [Fri, 20 Jun 2025 20:59:03 +0000 (22:59 +0200)] 
perf(qav3): readd properly some caching

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agofix(qav3): revert candle pool cache until issues are solved
Jérôme Benoit [Fri, 20 Jun 2025 20:20:22 +0000 (22:20 +0200)] 
fix(qav3): revert candle pool cache until issues are solved

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agorefactor(qav3): refine warning message format
Jérôme Benoit [Fri, 20 Jun 2025 17:57:44 +0000 (19:57 +0200)] 
refactor(qav3): refine warning message format

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agofix(qav3): fix incorrect lru caching usage
Jérôme Benoit [Fri, 20 Jun 2025 17:44:49 +0000 (19:44 +0200)] 
fix(qav3): fix incorrect lru caching usage

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agofix(qav3): reinit candle pool instead if empty instead of raising error
Jérôme Benoit [Fri, 20 Jun 2025 15:15:06 +0000 (17:15 +0200)] 
fix(qav3): reinit candle pool instead if empty instead of raising error

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agoperf: add some caching on computation helpers
Jérôme Benoit [Fri, 20 Jun 2025 12:29:54 +0000 (14:29 +0200)] 
perf: add some caching on computation helpers

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agorefactor: cleanup error handling
Jérôme Benoit [Fri, 20 Jun 2025 11:06:10 +0000 (13:06 +0200)] 
refactor: cleanup error handling

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agorefactor(qav3): align error messages
Jérôme Benoit [Fri, 20 Jun 2025 09:41:40 +0000 (11:41 +0200)] 
refactor(qav3): align error messages

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agoperf(qav3): reduce HPO search space over time
Jérôme Benoit [Thu, 19 Jun 2025 20:47:55 +0000 (22:47 +0200)] 
perf(qav3): reduce HPO search space over time

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agofix(qav3): kmeans MO selection clause guard on the number of samples
Jérôme Benoit [Thu, 19 Jun 2025 09:25:38 +0000 (11:25 +0200)] 
fix(qav3): kmeans MO selection clause guard on the number of samples

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agofeat(qav3): add scipy kmeans2 support to MO trial selection
Jérôme Benoit [Wed, 18 Jun 2025 20:54:53 +0000 (22:54 +0200)] 
feat(qav3): add scipy kmeans2 support to MO trial selection

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agorefactor: refine typing
Jérôme Benoit [Wed, 18 Jun 2025 18:16:03 +0000 (20:16 +0200)] 
refactor: refine typing

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agorefactor: refine typing
Jérôme Benoit [Wed, 18 Jun 2025 18:00:15 +0000 (20:00 +0200)] 
refactor: refine typing

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agorefactor(qav3): refine typing
Jérôme Benoit [Wed, 18 Jun 2025 15:10:19 +0000 (17:10 +0200)] 
refactor(qav3): refine typing

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agorefactor(qav3): add another default setting for pivots labeling targeted
Jérôme Benoit [Wed, 18 Jun 2025 12:52:30 +0000 (14:52 +0200)] 
refactor(qav3): add another default setting for pivots labeling targeted
for swing trading strategy

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agorefactor(qav3): factor out series -> ndarray
Jérôme Benoit [Wed, 18 Jun 2025 11:27:20 +0000 (13:27 +0200)] 
refactor(qav3): factor out series -> ndarray

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agorefactor(qav3): add another sensible pivot labeling default for swing
Jérôme Benoit [Tue, 17 Jun 2025 20:19:53 +0000 (22:19 +0200)] 
refactor(qav3): add another sensible pivot labeling default for swing
trading strategy

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agorefactor(qav3): remove unneeded integer division
Jérôme Benoit [Tue, 17 Jun 2025 19:45:13 +0000 (21:45 +0200)] 
refactor(qav3): remove unneeded integer division

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agoperf(qav3): ensure pivots labeling optimization can adapt to market
Jérôme Benoit [Tue, 17 Jun 2025 14:04:57 +0000 (16:04 +0200)] 
perf(qav3): ensure pivots labeling optimization can adapt to market
    condition

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agorefactor(qav3): code cleanups
Jérôme Benoit [Tue, 17 Jun 2025 09:28:50 +0000 (11:28 +0200)] 
refactor(qav3): code cleanups

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agorefactor(qav3): balanced default labeling settings to start with
Jérôme Benoit [Tue, 17 Jun 2025 08:32:10 +0000 (10:32 +0200)] 
refactor(qav3): balanced default labeling settings to start with

Since the labeling algo now behaves as intented, the weithing is not
trying anymore to compensate bugs

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agofix(qav3): ensure pullbacks can't invalidate valid pivots at labeling
Jérôme Benoit [Mon, 16 Jun 2025 18:49:34 +0000 (20:49 +0200)] 
fix(qav3): ensure pullbacks can't invalidate valid pivots at labeling

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agorefactor(qav3): rename variables to sensible name
Jérôme Benoit [Mon, 16 Jun 2025 13:03:32 +0000 (15:03 +0200)] 
refactor(qav3): rename variables to sensible name

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agoperf(qav3): speed up pivots confirmation use case
Jérôme Benoit [Mon, 16 Jun 2025 12:06:42 +0000 (14:06 +0200)] 
perf(qav3): speed up pivots confirmation use case

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agoperf(qav3): refine the pivot confirmation slopes threshold
Jérôme Benoit [Mon, 16 Jun 2025 11:36:57 +0000 (13:36 +0200)] 
perf(qav3): refine the pivot confirmation slopes threshold

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agorefactor(qav3): readd triang extrema smoothing methods
Jérôme Benoit [Mon, 16 Jun 2025 09:58:25 +0000 (11:58 +0200)] 
refactor(qav3): readd triang extrema smoothing methods

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agorefactor(qav3): trivial kwargs handling cleanup
Jérôme Benoit [Mon, 16 Jun 2025 09:37:08 +0000 (11:37 +0200)] 
refactor(qav3): trivial kwargs handling cleanup

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
2 months agorefactor(qav3): refine typing
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>
2 months agorefactor(qav3): volatility ajusted pivots labeling confirmation
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>
2 months agoperf(qav3): fine tune pivots labeling confirmation
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>
2 months agorefactor(qav3): align cache variable namespace
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>
2 months agorefactor(qav3): refine type definition
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>
2 months agoperf(qav3): speed up pivots labeling
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>
2 months agofix(qav3): finally fix pivot labeling logic to not fail
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>
2 months agofix(qav3): relax all pivot validation checks
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>
2 months agorefactor(qav3): cleanup extrema smoothing code
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>
2 months agofix(qav3): add training hard requirements over pivots
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>
2 months agofeat(qav3): add weighted interpolation to compute SL/TP price targets
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>
2 months agorefactor(qav3): cleanup zigzag()
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>
2 months agofix(qav3): non moving local extrema check in zigzag()
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>
2 months agorefactor(qav3): remove unneeded zigzag caching
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>
2 months agoperf(qav3): pivot labeling optimization adaptation to more market
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>
2 months agofix(qav3): fix running pivots labeling optimization twice, take 4
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>
2 months agofix(qav3): avoid running pivots labeling optimization twice, take 3
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>
2 months agoperf(qav3): enlarge pivots labeling optimization search space
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>
2 months agofix(qav3): ensure label candle pool is properly sized
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>
2 months agofix(qav3): ensure pivot labeling optimization run once per candle
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>
2 months agoperf(qav3): refine pivots labeling search space
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>
2 months agoperf(qav3): enlarge pivots labeling optimization search space
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>
2 months agochore(qav3): sensible default configuration
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>
2 months agorefactor(qav3): return properly zigzag() tuple
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>
2 months agoperf(qav3): refine pivots labeling optimization objectives
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>
2 months agochore(qav3): bump model version
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>
2 months agofix(qav3): add locking to pivot optimization ops
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>
2 months agoperf(qav3): reduce pivots labeling optimization search space
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>
2 months agofix(qav3): ensure pivot labeling optimization can run only once per new
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>
2 months agoperf(qav3): refine pivots labeling optimization search space
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>
2 months agoperf(qav3): refine pivots labeling optimization search space
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>
2 months agorefactor(qav3): type cast tunable
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>
2 months agoperf(qav3): reduce optuna train search space
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>
2 months agorefactor(qav3): cleanup log message
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>
2 months agofix(qav3): execute pivot labeling optimization
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>
2 months agoperf(qav3): run pivot labeling optimization to market via a frequency tunable
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>
2 months agoperf(qav3): make labeling optimization more agressive
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>
2 months agoperf(qav3): refine pivots labeling optimization
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>
2 months agoperf(qav3): add pivots labeling cache
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>
2 months agoperf(qav3): revert now unneeded pivot labeling validation smoothing
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>
2 months agorefactor(qav3): remove unneeded check
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>