]>
Piment Noir Git Repositories - freqai-strategies.git/log
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>
Jérôme Benoit [Sun, 25 May 2025 12:33:40 +0000 (14:33 +0200)]
perf(qav3): switch to Chebyshev distance method for MO optimization
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 25 May 2025 10:17:03 +0000 (12:17 +0200)]
refactor(qav3): refine log messages
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 25 May 2025 09:55:01 +0000 (11:55 +0200)]
perf(qav3): default label_quantile to median
Signef-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
²#
Jérôme Benoit [Sun, 25 May 2025 09:40:58 +0000 (11:40 +0200)]
perf(qav3): recalibrate pivot labeling momentum interval under low volatility
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 25 May 2025 09:13:26 +0000 (11:13 +0200)]
perf(qav3): recalibrate pivot labeling momentum interval under low volatility
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 24 May 2025 21:32:52 +0000 (23:32 +0200)]
fix(qav3): FreqAI expects a label target column
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 24 May 2025 21:19:30 +0000 (23:19 +0200)]
refactor(qav3): refine log message
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 24 May 2025 21:15:50 +0000 (23:15 +0200)]
fix(qav3): ensure previous extrema are not unlabeled
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 24 May 2025 19:03:32 +0000 (21:03 +0200)]
fix(qav3): refine pivot momentum validation to avoid failure
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 24 May 2025 13:20:45 +0000 (15:20 +0200)]
fix(qav3): fix namespace collision
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 24 May 2025 13:05:11 +0000 (15:05 +0200)]
perf(qav3): add caching at pivot confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 23 May 2025 18:44:08 +0000 (20:44 +0200)]
refactor(qav3): refine typing
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 23 May 2025 16:34:04 +0000 (18:34 +0200)]
refactor(qav3): remove uneeded code
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 23 May 2025 13:24:45 +0000 (15:24 +0200)]
fix(qav3): kama is returning an ndarray
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 23 May 2025 13:05:32 +0000 (15:05 +0200)]
refactor(qav3): log error message at TP kama failure
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 23 May 2025 12:49:06 +0000 (14:49 +0200)]
fix(qav3): gracefully handle take profit computation error
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 23 May 2025 12:02:37 +0000 (14:02 +0200)]
refactor(qav3): align pivot confirmation checks behavior
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 23 May 2025 10:58:55 +0000 (12:58 +0200)]
perf(qav3): refine initial pivot depth confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 23 May 2025 09:46:28 +0000 (11:46 +0200)]
fix(qav): ensure pivots confirmation window is an integer
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 23 May 2025 09:18:43 +0000 (11:18 +0200)]
chore(qav3): bump version
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 23 May 2025 09:09:34 +0000 (11:09 +0200)]
feat(qav3): make pivot confirmation window volality aware
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 22 May 2025 19:13:53 +0000 (21:13 +0200)]
fix(qav3): recalibrate pivot optimization to avoid failed study
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 22 May 2025 15:38:36 +0000 (17:38 +0200)]
refactor(qav3): remove extragenous paranthesis
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 22 May 2025 15:27:53 +0000 (17:27 +0200)]
refactor(qav3): cleanup pivots detection code
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 22 May 2025 11:40:29 +0000 (13:40 +0200)]
fix(qav3): ensure TP reactive computation can be used
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 22 May 2025 09:52:00 +0000 (11:52 +0200)]
refactor(qav3): refine TP check
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 22 May 2025 08:50:30 +0000 (10:50 +0200)]
refactor(qav3): cleanup zigzag() implementation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 22 May 2025 08:01:57 +0000 (10:01 +0200)]
fix(qav3): ensure TP target is always computed
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 21 May 2025 22:04:49 +0000 (00:04 +0200)]
perf(qav3): tune pivot momentum validation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 21 May 2025 21:43:15 +0000 (23:43 +0200)]
perf(qav3): tune pivot momentum validation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 21 May 2025 21:23:58 +0000 (23:23 +0200)]
perf(qav3): stricter momentum checks at pivot labeling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 21 May 2025 20:27:34 +0000 (22:27 +0200)]
refactor(qav3): refine NATR ratio default value
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 21 May 2025 20:15:32 +0000 (22:15 +0200)]
chore: bump versions
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 21 May 2025 20:12:04 +0000 (22:12 +0200)]
fix(qav3): avoid pivots labeling optimization failure
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 21 May 2025 19:22:20 +0000 (21:22 +0200)]
perf(qav3): refine labeling window optimization
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 21 May 2025 19:11:08 +0000 (21:11 +0200)]
perf(qav3): more reactive dynamic TP target computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 21 May 2025 16:12:57 +0000 (18:12 +0200)]
refactor(qav3): trivial cleanup
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 21 May 2025 15:44:13 +0000 (17:44 +0200)]
refactor(qav3): trivial cleanup
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 21 May 2025 14:57:21 +0000 (16:57 +0200)]
fix(qav3): use NATR as per its definition semantic
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 21 May 2025 09:05:01 +0000 (11:05 +0200)]
perf(reforcexy): refine optuna defaults
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 20 May 2025 19:24:28 +0000 (21:24 +0200)]
perf(qav3): refine optuna defaults
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 20 May 2025 17:24:19 +0000 (19:24 +0200)]
perf(qav3): refine optuna search space for regressor HPO
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 20 May 2025 16:27:51 +0000 (18:27 +0200)]
perf(qav3): fine tune pivot labeling optimization search space
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 20 May 2025 14:54:27 +0000 (16:54 +0200)]
perf(qav3): reduce pivot labeling optimization search space
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 20 May 2025 10:44:39 +0000 (12:44 +0200)]
refactor(qav3): factor out quantile computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 20 May 2025 09:34:45 +0000 (11:34 +0200)]
perf(qav3): optimize TP target volatility based computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 19 May 2025 21:38:58 +0000 (23:38 +0200)]
perf(qav3): speed up pivot labeling confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 19 May 2025 18:13:16 +0000 (20:13 +0200)]
perf(qav3): fine tune pivot labeling confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 19 May 2025 17:48:48 +0000 (19:48 +0200)]
perf(qav3): stricter pivot labeling confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 19 May 2025 15:51:02 +0000 (17:51 +0200)]
refactor(qav3): arguments namespace cleanup
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 19 May 2025 14:47:54 +0000 (16:47 +0200)]
perf(qav3): make label period contribute to pivot labeling confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 19 May 2025 12:38:08 +0000 (14:38 +0200)]
fix(qav3): improve numerical stability at TP computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 19 May 2025 10:14:32 +0000 (12:14 +0200)]
fix(qav3): better handling of low volality regime at pivots labeling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 19 May 2025 09:44:48 +0000 (11:44 +0200)]
fix(qav3): handle volality close to zero at pivot labeling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 19 May 2025 09:22:07 +0000 (11:22 +0200)]
fix(qav3): avoid log usage on values that can be close to zero
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 19 May 2025 00:30:02 +0000 (02:30 +0200)]
fix(qav3): properly adapt slope strength min/max to log space
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 18 May 2025 23:09:51 +0000 (01:09 +0200)]
fix(qav3): handle assets with close to zero at pivot labeling
use a log space for prices
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 18 May 2025 19:11:40 +0000 (21:11 +0200)]
refactor(qav3): code cleanups
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 18 May 2025 13:58:20 +0000 (15:58 +0200)]
refactor(qa3v): trivial code cleanups
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 18 May 2025 13:26:48 +0000 (15:26 +0200)]
refactor(qav3): trivial code cleanups
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 18 May 2025 04:43:22 +0000 (06:43 +0200)]
refactor(qav3): cleanup conditions
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 17 May 2025 22:36:10 +0000 (00:36 +0200)]
refactor(qav3): align natr value checks
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 17 May 2025 22:19:37 +0000 (00:19 +0200)]
fix(qav3): make TP/SL targets handle assets with price close to zero
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 17 May 2025 19:26:59 +0000 (21:26 +0200)]
refactor(qav3): technical analysis utils code cleanups
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 17 May 2025 19:09:47 +0000 (21:09 +0200)]
fix(qav3): handle MO optuna pareto front set with one value
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 17 May 2025 16:46:58 +0000 (18:46 +0200)]
refactor(qav3): cleanup pivot labeling implementation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 17 May 2025 16:20:15 +0000 (18:20 +0200)]
perf(qav3): tune pivot labeling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 17 May 2025 12:53:07 +0000 (14:53 +0200)]
refactor(qav3): cleanup pivot labeling defaults handling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 17 May 2025 12:37:58 +0000 (14:37 +0200)]
perf(qav3): tune min slope strength range
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 17 May 2025 12:17:21 +0000 (14:17 +0200)]
chore(qav3): bump version
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 17 May 2025 12:08:11 +0000 (14:08 +0200)]
perf(qav3): volatility aware min slope strength
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 17 May 2025 09:59:40 +0000 (11:59 +0200)]
perf(qav3): optimize pivot labeling confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 17 May 2025 00:32:05 +0000 (02:32 +0200)]
perf(qav3): refine pivot labeling confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 16 May 2025 23:28:54 +0000 (01:28 +0200)]
perf(qav3): capture labeled pivot reversal strength
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 16 May 2025 10:53:54 +0000 (12:53 +0200)]
refactor(qav3): cleanup pivot labeling code
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 16 May 2025 08:50:17 +0000 (10:50 +0200)]
perf(qav3): improve pivot labeling algorithm
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 14 May 2025 20:42:40 +0000 (22:42 +0200)]
refactor(reforcexy): refine default configuration
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 14 May 2025 20:02:46 +0000 (22:02 +0200)]
chore(reforcexy): add ft interface version to strategy
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 14 May 2025 19:30:50 +0000 (21:30 +0200)]
docs(README.md): refine title syntax
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 14 May 2025 19:23:05 +0000 (21:23 +0200)]
Create README.md
Jérôme Benoit [Wed, 14 May 2025 17:37:06 +0000 (19:37 +0200)]
refactor(qav3): add missing type
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 14 May 2025 14:56:41 +0000 (16:56 +0200)]
refactor(qav3): cleanup variables namespace
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 12 May 2025 12:28:38 +0000 (14:28 +0200)]
perf(qav3): tune initial stoploss NATR ratio
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 12 May 2025 08:49:42 +0000 (10:49 +0200)]
fix(qav3): ensure bounds are initialized at entry confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 11 May 2025 20:56:28 +0000 (22:56 +0200)]
refactor(qav3): refine TP debug log message
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 11 May 2025 17:53:47 +0000 (19:53 +0200)]
refactor(qav3): cleanup functions namespace
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 10 May 2025 13:33:50 +0000 (15:33 +0200)]
perf(qav3): tune TP NATR ratio
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 10 May 2025 13:08:37 +0000 (15:08 +0200)]
perf(qav3): tune pivot labeling optimization
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 9 May 2025 10:50:47 +0000 (12:50 +0200)]
perf(qav3): increase threshold to confirm labeled pivot
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
repositories / freqai-strategies.git / log
