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Piment Noir Git Repositories - freqai-strategies.git/log
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Jérôme Benoit [Thu, 30 Jan 2025 21:38:19 +0000 (22:38 +0100)] 
fix: fix qtpylib.keltner_channel() invocation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 30 Jan 2025 21:28:22 +0000 (22:28 +0100)]
feat: add psar and keltner channel width as features
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 30 Jan 2025 20:05:36 +0000 (21:05 +0100)]
perf: revert to weibull_min
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 29 Jan 2025 21:31:37 +0000 (22:31 +0100)]
refactor: cleanup uneeded intermediate variables
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 29 Jan 2025 20:41:29 +0000 (21:41 +0100)]
perf: remove uneeded dataframe copy
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 29 Jan 2025 19:49:29 +0000 (20:49 +0100)]
feat: add tunable for the candles history optuna lookup
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 29 Jan 2025 13:11:25 +0000 (14:11 +0100)]
docs: refine configuration template
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 29 Jan 2025 12:37:35 +0000 (13:37 +0100)]
fix: readd outlier_threshold default value
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 28 Jan 2025 22:31:07 +0000 (23:31 +0100)]
refactor: code cleanup
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 28 Jan 2025 21:37:00 +0000 (22:37 +0100)]
perf: use optuna to fine tune the train and test sets candles size
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 28 Jan 2025 10:33:47 +0000 (11:33 +0100)]
refactor: scipy weibull -> genextrem
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 27 Jan 2025 14:36:56 +0000 (15:36 +0100)]
perf: fine tune LightGBM optuna params
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 27 Jan 2025 12:39:11 +0000 (13:39 +0100)]
refactor: ensure metric rmse is used as LightGBM optuna metric
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 27 Jan 2025 12:29:41 +0000 (13:29 +0100)]
perf: refine optuna LightGBM model params
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 27 Jan 2025 11:40:55 +0000 (12:40 +0100)]
perf: fine tune optuna search space
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 27 Jan 2025 11:06:44 +0000 (12:06 +0100)]
perf: refine the candles window step search
The search space is increased, optuna will takes longer.
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 26 Jan 2025 17:47:28 +0000 (18:47 +0100)]
chore: refine template configuration
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 26 Jan 2025 17:35:41 +0000 (18:35 +0100)]
feat(qav3): expose more optuna tunables
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 26 Jan 2025 13:30:45 +0000 (14:30 +0100)]
refactor: cleanup optuna HPO implementation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 26 Jan 2025 13:24:10 +0000 (14:24 +0100)]
refactor: cleanup model parameters usage
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 26 Jan 2025 13:13:21 +0000 (14:13 +0100)]
fix(qav3): ensure disabling optuna_hyperopt match v3 behavior
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 26 Jan 2025 10:19:05 +0000 (11:19 +0100)]
fix(qav3): fix LGBM fit() invocation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 25 Jan 2025 22:52:40 +0000 (23:52 +0100)]
feat: add n_estimators to HPO
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 25 Jan 2025 21:22:39 +0000 (22:22 +0100)]
fix: fix docker container startup command
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 25 Jan 2025 21:01:42 +0000 (22:01 +0100)]
feat: add LightGBM regressor
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 25 Jan 2025 13:24:10 +0000 (14:24 +0100)]
fix: fine tune optuna trials number
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 25 Jan 2025 13:05:52 +0000 (14:05 +0100)]
feat: add learning_rate to HPO
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 25 Jan 2025 12:52:51 +0000 (13:52 +0100)]
feat: use XGBoost pruning call at training
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 25 Jan 2025 00:05:14 +0000 (01:05 +0100)]
fix: avoid error with optuna and no test set defined
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 24 Jan 2025 20:09:05 +0000 (21:09 +0100)]
chore(qav3): remove incorrect volume pair list config
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 22 Jan 2025 20:58:25 +0000 (21:58 +0100)]
chore(qav3): refine live retrain interval
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 22 Jan 2025 13:59:33 +0000 (14:59 +0100)]
chore: add .editorconfig for real
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 22 Jan 2025 13:33:15 +0000 (14:33 +0100)]
chore: add .editorconfig
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 22 Jan 2025 11:38:07 +0000 (12:38 +0100)]
chore(qav3): reduce live retrain frequency
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 22 Jan 2025 11:12:07 +0000 (12:12 +0100)]
chore: refine .gitignore
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 22 Jan 2025 10:25:49 +0000 (11:25 +0100)]
chore(qav3): use lighter docker image
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 22 Jan 2025 10:23:24 +0000 (11:23 +0100)]
chore: add initial .gitignore
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 22 Jan 2025 10:21:46 +0000 (11:21 +0100)]
chore: initial quick adapter strategy v3 commit
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
# nouveau fichier : quickadapter/user_data/data/.gitkeep
repositories / freqai-strategies.git / log
