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Piment Noir Git Repositories - freqai-strategies.git/log
Jérôme Benoit [Fri, 2 Jan 2026 00:56:51 +0000 (01:56 +0100)]
feat: add debug logs for extrema detection and filtering on predictions
- Add debug logging in _get_extrema_indices to track find_peaks detection counts
- Add debug logging in _get_ranked_peaks to track filtering results
- Add debug logging in _get_ranked_extrema to track filtering results
- Harmonize variable naming: use n_kept_minima/n_kept_maxima consistently
- Use consistent log format: 'Context | Action: details' pattern
Jérôme Benoit [Thu, 1 Jan 2026 23:31:48 +0000 (00:31 +0100)]
refactor: proprerly format hyperopt metric log message
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 1 Jan 2026 23:01:19 +0000 (00:01 +0100)]
refactor!: reorganize label selection with distance, cluster and density methods (#29)
* refactor: reorganize label selection with distance, cluster and density methods
* refactor: import lru_cache directly instead of functools module
* chore: remove unused imports in Utils.py
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* refactor: cleanup n_neighbors adjustment in QuickAdapterRegressorV3
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* fix: use unbounded cache for constant-returning helper methods
Replace @lru_cache(maxsize=1) with @lru_cache(maxsize=None) for all
static methods that return constant sets. Using maxsize=None is more
idiomatic and efficient for parameterless functions that always return
the same value.
* refactor: add _prepare_distance_kwargs to centralize distance kwargs preparation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* refactor: cleanup extrema weighting API
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* refactor: cleanup extrema smoothing API
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* refactor: align namespace
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* refactor: add more tunables validations
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* refactor: simplify cluster-based label selection
- Remove ClusterSelectionMethod type and related constants
- Unify selection methods to use DistanceMethod for both cluster and trial selection
- Add separate trial_selection_method parameter for within-cluster selection
- Change power_mean default from 2.0 to 1.0 for internal consistency
- Add validation for selection_method and trial_selection_method parameters
* fix: add missing validations for label_distance_metric and label_density_aggregation_param
- Add validation for label_distance_metric parameter at configuration time
- Add early validation for label_density_aggregation_param (quantile and power_mean)
- Ensures invalid configuration values fail fast with clear error messages
- Harmonizes error messages with existing validation patterns in the codebase
* fix: add validation for label_cluster_metric and custom metrics support in topsis
- Add validation that label_cluster_metric is in _distance_metrics_set()
- Implement custom metrics support in _topsis_scores (hellinger, shellinger,
harmonic/geometric/arithmetic/quadratic/cubic/power_mean, weighted_sum)
matching _compromise_programming_scores implementation
* docs: update README.md with refactored label selection methods
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* docs: fix config parameter and bump to v3.9.0
- Fix config-template.json: label_metric -> label_method
- Bump version from 3.8.5 to 3.9.0 in model and strategy
Parameter names now match QuickAdapterRegressorV3.py implementation.
* docs: refine README label selection methods descriptions
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* refactor: refine error message
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
---------
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 31 Dec 2025 15:29:28 +0000 (16:29 +0100)]
feat(quickadapter): add TOPSIS selection method for clustering optuna pareto front trial selection
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 31 Dec 2025 13:01:44 +0000 (14:01 +0100)]
refactor(quickadapter): factor out topsis and distance metric logic
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 31 Dec 2025 00:01:40 +0000 (01:01 +0100)]
feat(quickadapter): add TOPSIS metric for multi-objective HPO trial selection
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 30 Dec 2025 20:25:52 +0000 (21:25 +0100)]
fix(ReforceXY): Ensure LSTM state persistence for live RecurrentPPO inference
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 30 Dec 2025 18:46:00 +0000 (19:46 +0100)]
docs(tests): synchronize README line numbers with current code
- Update Coverage Mapping table line references for invariants 102-106, 110-113, 115-116, 118-121
- Update Non-Owning Smoke table line references for integration, components, pbrs, statistics
- Add missing constant groups to documentation (EFFICIENCY, PBRS, SCENARIOS, STAT_TOL)
Jérôme Benoit [Tue, 30 Dec 2025 18:20:32 +0000 (19:20 +0100)]
fix(ReforceXY): reduce PBRS defaults to prevent reward exploitation
Disable hold potential by default and reduce additive ratios to prevent
the agent from exploiting shaping rewards with many short losing trades.
Changes:
- hold_potential_enabled: true -> false (disabled by default)
- hold_potential_ratio: 0.03125 -> 0.001 (reduced when enabled)
- entry_additive_ratio: 0.125 -> 0.0625 (halved)
- exit_additive_ratio: 0.125 -> 0.0625 (halved)
These conservative defaults encourage the agent to focus on actual PnL
rather than gaming intermediate shaping rewards.
Jérôme Benoit [Tue, 30 Dec 2025 16:50:34 +0000 (17:50 +0100)]
docs(ReforceXY): more aligned mathematical notation in README and code comments
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 30 Dec 2025 15:36:49 +0000 (16:36 +0100)]
docs(ReforceXY): align mathematical notation with standard conventions
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 30 Dec 2025 00:30:11 +0000 (01:30 +0100)]
docs(ReforceXY): clarify PBRS formulas in reward calculation and analysis
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 29 Dec 2025 23:23:22 +0000 (00:23 +0100)]
fix(quickadapter): optuna results key/value formatting
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 29 Dec 2025 15:29:13 +0000 (16:29 +0100)]
docs(ReforceXY): format README
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 29 Dec 2025 15:27:29 +0000 (16:27 +0100)]
perf(ReforceXY): tune default hold potential ratio to 0.03125
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
renovate[bot] [Mon, 29 Dec 2025 14:48:55 +0000 (15:48 +0100)]
chore(deps): lock file maintenance (#27)
Co-authored-by: renovate[bot] <29139614+renovate[bot]@users.noreply.github.com>
Jérôme Benoit [Mon, 29 Dec 2025 14:47:29 +0000 (15:47 +0100)]
feat(quickadapter):add label_sampler option for optuna multi-objective HPO
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 29 Dec 2025 12:44:58 +0000 (13:44 +0100)]
fix(quickadapter): handle config reload
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 29 Dec 2025 02:07:05 +0000 (03:07 +0100)]
fix(quickadapter): revert HistGradientBoostingRegressor optuna trial pruning
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 29 Dec 2025 00:30:06 +0000 (01:30 +0100)]
refactor(quickadapter): silence warning at HPO with histgb
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 29 Dec 2025 00:04:18 +0000 (01:04 +0100)]
feat(quickadapter): add early stopping support to all models and pruning for HistGradientBoostingRegressor
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 28 Dec 2025 19:42:58 +0000 (20:42 +0100)]
perf(quickadapter): refine optuna hyperparameters search space
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 28 Dec 2025 18:51:56 +0000 (19:51 +0100)]
refactor(quickadapter)!: normalize tunables namespace for semantic consistency (#26)
* refactor(quickadapter): normalize tunables namespace for semantic consistency
Rename config keys and internal variables to follow consistent naming conventions:
- `_candles` suffix for time periods in candle units
- `_fraction` suffix for values in [0,1] range
- `_multiplier` suffix for scaling factors
- `_method` suffix for algorithm selectors
Config key renames (with backward-compatible deprecated aliases):
- lookback_period → lookback_period_candles
- decay_ratio → decay_fraction
- min/max_natr_ratio_percent → min/max_natr_ratio_fraction
- window → window_candles
- label_natr_ratio → label_natr_multiplier
- threshold_outlier → outlier_threshold_fraction
- thresholds_smoothing → threshold_smoothing_method
- thresholds_alpha → soft_extremum_alpha
- extrema_fraction → keep_extrema_fraction
- expansion_ratio → space_fraction
- trade_price_target → trade_price_target_method
Internal variable renames for code consistency:
- threshold_outlier → outlier_threshold_fraction
- thresholds_alpha → soft_extremum_alpha
- extrema_fraction → keep_extrema_fraction (local vars and function params)
- _reversal_lookback_period → _reversal_lookback_period_candles
- natr_ratio → natr_multiplier (zigzag function param)
All deprecated aliases emit warnings and remain functional for backward compatibility.
* chore(quickadapter): remove temporary audit file from codebase
* refactor(quickadapter): align constant names with normalized tunables
Rename class constants to match the normalized config key names:
- PREDICTIONS_EXTREMA_THRESHOLD_OUTLIER_DEFAULT → PREDICTIONS_EXTREMA_OUTLIER_THRESHOLD_FRACTION_DEFAULT
- PREDICTIONS_EXTREMA_THRESHOLDS_ALPHA_DEFAULT → PREDICTIONS_EXTREMA_SOFT_EXTREMUM_ALPHA_DEFAULT
- PREDICTIONS_EXTREMA_EXTREMA_FRACTION_DEFAULT → PREDICTIONS_EXTREMA_KEEP_EXTREMA_FRACTION_DEFAULT
* fix(quickadapter): rename outlier_threshold_fraction to outlier_threshold_quantile
The value (e.g., 0.999) represents the 99.9th percentile, which is
mathematically a quantile, not a fraction. This aligns the naming with
the semantic meaning of the parameter.
* fix(quickadapter): add missing deprecated alias support
Add backward-compatible deprecated alias handling for:
- freqai.optuna_hyperopt.expansion_ratio → space_fraction
- freqai.feature_parameters.min_label_natr_ratio → min_label_natr_multiplier
- freqai.feature_parameters.max_label_natr_ratio → max_label_natr_multiplier
Also add missing deprecated alias documentation in README for:
- reversal_confirmation.min_natr_ratio_percent → min_natr_ratio_fraction
- reversal_confirmation.max_natr_ratio_percent → max_natr_ratio_fraction
This ensures all deprecated aliases mentioned in the commit message of the
namespace normalization refactor are properly implemented.
* style(readme): normalize trailing whitespace
* fix(quickadapter): address PR review feedback
- Fix error message referencing 'window' instead of 'window_candles'
- Clarify soft_extremum_alpha error message (alpha=0 uses mean)
- Improve space_fraction documentation in README
- Simplify midpoint docstring
* refactor(quickadapter): rename safe configuration value retrieval helper
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* refactor(quickadapter): rename natr_ratio_fraction to natr_multiplier_fraction
- Align naming with label_natr_multiplier for consistency
- Rename get_config_value_with_deprecated_alias to get_config_value
* refactor(quickadapter): centralize label_natr_multiplier migration in get_label_defaults
- Move label_natr_ratio -> label_natr_multiplier migration to get_label_defaults()
- Update get_config_value to migrate in-place (pop old key, store new key)
- Remove redundant get_config_value calls in Strategy and Model __init__
- Simplify cached properties to use .get() since migration is done at init
- Rename _CUSTOM_STOPLOSS_NATR_RATIO_FRACTION to _CUSTOM_STOPLOSS_NATR_MULTIPLIER_FRACTION
* fix(quickadapter): check that df columns exist before using them
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* docs(README.md): update QuickAdapter strategy documentation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* chore(quickadapter): bump version to 3.8.0
* refactor(quickadapter): remove unnecessary intermediate variable
* refactor(quickadapter): add cached properties for label_period_candles bounds
* chore(quickadapter): cleanup docstrings and comments
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
---------
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 28 Dec 2025 15:09:34 +0000 (16:09 +0100)]
refactor(ReforceXY): normalize tunables namespace
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 28 Dec 2025 14:40:36 +0000 (15:40 +0100)]
chore(ReforceXY): update ReforceXY config-template.json
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 28 Dec 2025 01:34:12 +0000 (02:34 +0100)]
refactor(quickadapter): ensure 1D target with HistGradientBoostingRegressor
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 28 Dec 2025 01:16:02 +0000 (02:16 +0100)]
feat(quickadapter): add HistGradientBoostingRegressor support (#25)
* feat(quickadapter): add HistGradientBoostingRegressor support
Add sklearn's HistGradientBoostingRegressor as a third regressor option.
- Add 'histgradientboostingregressor' to Regressor type and REGRESSORS
- Implement fit_regressor() with X_val/y_val support and early stopping
- Add native sklearn hyperparameters to get_optuna_study_model_parameters()
- Return empty callbacks list (no Optuna pruning callback support)
- Log warning when init_model is provided (not supported)
* fix(quickadapter): address PR review comments for HistGradientBoostingRegressor
* refactor(quickadapter): cleanup HistGradientBoostingRegressor integration
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* perf(quickadapter): fine tune optuna search space for HistGradientBoostingRegressor
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* perf(quickadapter): fine tune model hyperparameters search space by model
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* chore(quickadapter): bump versions
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* docs(README.md): add histgradientboostingregressor to supported regressors list
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
---------
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 27 Dec 2025 18:50:51 +0000 (19:50 +0100)]
refactor(ReforceXY): improve exception logging
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 27 Dec 2025 18:04:41 +0000 (19:04 +0100)]
refactor(ReforceXY): harmonize log messages
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 27 Dec 2025 17:36:07 +0000 (18:36 +0100)]
refactor(ReforceXY): harmonize log messages
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 27 Dec 2025 17:01:15 +0000 (18:01 +0100)]
refactor(quickadapter): improve error messages
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 27 Dec 2025 15:55:59 +0000 (16:55 +0100)]
refactor(quickadapter): hardening error messages
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 27 Dec 2025 15:42:34 +0000 (16:42 +0100)]
refactor(quickadapter): harmonize error messages
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 27 Dec 2025 15:12:06 +0000 (16:12 +0100)]
refactor: harmonize log messages
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 27 Dec 2025 14:41:47 +0000 (15:41 +0100)]
refactor(quickadapter): harmonize error messages
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 27 Dec 2025 13:38:42 +0000 (14:38 +0100)]
refactor(quickadapter): improve log messages consistency
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 27 Dec 2025 13:32:57 +0000 (14:32 +0100)]
refactor: harmonize logging messages
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 27 Dec 2025 13:14:59 +0000 (14:14 +0100)]
refactor(ReforceXY): harmonize logging messages
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 27 Dec 2025 12:57:34 +0000 (13:57 +0100)]
refactor: remove now unneeded debug code and improve logging messages
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 27 Dec 2025 12:33:10 +0000 (13:33 +0100)]
refactor(ReforceXY): harmonize and clarify logging messages
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 27 Dec 2025 12:11:28 +0000 (13:11 +0100)]
refactor(quickadapter): harmonize log messages
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 27 Dec 2025 12:00:40 +0000 (13:00 +0100)]
refactor(qav3): harmonize logging messages
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 27 Dec 2025 11:24:00 +0000 (12:24 +0100)]
refactor(ReforceXY): harmonize logging messages
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 27 Dec 2025 01:12:16 +0000 (02:12 +0100)]
refactor(ReforceXY): improve code readability and maintainability
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 26 Dec 2025 21:39:53 +0000 (22:39 +0100)]
chore(quickadapter): bump model and strategy versions
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 26 Dec 2025 20:37:58 +0000 (21:37 +0100)]
fix(ReforceXY): remove PBRS reward duration ratio clamping
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 26 Dec 2025 19:16:22 +0000 (20:16 +0100)]
refactor: harmonize errors and warnings messages
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 26 Dec 2025 17:46:19 +0000 (18:46 +0100)]
refactor(ReforceXY): harmonize logging messages in reward space analysis
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 26 Dec 2025 16:05:32 +0000 (17:05 +0100)]
refactor(quickadapter): add price target tunables constant.
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 26 Dec 2025 15:39:31 +0000 (16:39 +0100)]
refactor: harmonize logging messages
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 26 Dec 2025 15:05:43 +0000 (16:05 +0100)]
refactor: harmonize Optuna log messages
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 26 Dec 2025 14:19:55 +0000 (15:19 +0100)]
refactor(quickadapter): cleanup PnL momentum declining trade exit logic
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 26 Dec 2025 13:03:41 +0000 (14:03 +0100)]
fix(quickadapter): unbiased quantile calculation with percentileofscore
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 25 Dec 2025 23:11:19 +0000 (00:11 +0100)]
refactor(ReforceXY): sensible defaults for risk/reward ratio and hold potential
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 25 Dec 2025 20:14:42 +0000 (21:14 +0100)]
refactor(quickadapter): use float
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 25 Dec 2025 19:39:03 +0000 (20:39 +0100)]
refactor(quickadapter): improve outlier detection fitting
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 25 Dec 2025 18:51:46 +0000 (19:51 +0100)]
test(ReforceXY): use proper constants
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 25 Dec 2025 18:20:21 +0000 (19:20 +0100)]
refactor(quickadapter): cleanup optuna trials validation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 25 Dec 2025 18:04:33 +0000 (19:04 +0100)]
refactor(quickadapter): improve optuna integration
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 25 Dec 2025 16:22:13 +0000 (17:22 +0100)]
refactor(quickadapter)!: rename nadaraya_watson to gaussian_filter1d
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 25 Dec 2025 15:02:10 +0000 (16:02 +0100)]
refactor(quickadapter): cleanup redundant checks in _impute_weights()
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 25 Dec 2025 14:58:23 +0000 (15:58 +0100)]
refactor(ReforceXY): cleanup overzealous reward params checks
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 25 Dec 2025 13:31:46 +0000 (14:31 +0100)]
chore: bump model and strategy versions
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 25 Dec 2025 13:27:22 +0000 (14:27 +0100)]
fix(quickadapter): ensure extrema weighting sources express future price movements
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 25 Dec 2025 12:21:57 +0000 (13:21 +0100)]
test(ReforceXY): factor out common code
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 25 Dec 2025 11:05:37 +0000 (12:05 +0100)]
test(ReforceXY): use standardized test parameters and tolerances
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 25 Dec 2025 01:09:50 +0000 (02:09 +0100)]
refactor(ReforceXY): simplify param helpers with auto-lookup defaults
Jérôme Benoit [Wed, 24 Dec 2025 22:53:18 +0000 (23:53 +0100)]
docs(ReforceXY): update tests documentation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 24 Dec 2025 22:41:31 +0000 (23:41 +0100)]
test(ReforceXY): cleanup tests namespace
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 24 Dec 2025 22:16:34 +0000 (23:16 +0100)]
refactor(ReforceXY): consolidate default params in test helpers
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 24 Dec 2025 21:15:55 +0000 (22:15 +0100)]
refactor(ReforceXY): align methods signature
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 24 Dec 2025 20:02:50 +0000 (21:02 +0100)]
chore(ReforceXY)!: rename idle/hold penalty scale to ratio
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 24 Dec 2025 18:27:31 +0000 (19:27 +0100)]
fix(ReforceXY): enforce coherent scale for reward components
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 24 Dec 2025 13:54:55 +0000 (14:54 +0100)]
docs: align k-means wording
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 24 Dec 2025 13:26:45 +0000 (14:26 +0100)]
refactor(quickadapter): dynamically adjust extrema plot epsilon for zero weighted extrema values
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 24 Dec 2025 12:36:53 +0000 (13:36 +0100)]
fix(quickadapter): render zero-weight extrema bars
Jérôme Benoit [Wed, 24 Dec 2025 00:06:15 +0000 (01:06 +0100)]
test(ReforceXY): finish factor decoupling properly
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 23 Dec 2025 23:13:15 +0000 (00:13 +0100)]
feat(ReforceXY): make PBRS position holding risk reward aware
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 23 Dec 2025 19:13:18 +0000 (20:13 +0100)]
refactor(ReforceXY): PBRS refactoring, bug fix, and documentation harmonization
This commit includes three major improvements to the PBRS implementation:
1. Bug Fix: idle_factor calculation
- Fixed incorrect variable reference in reward_space_analysis.py:625
- Changed 'factor' to 'base_factor' in idle_factor formula
- Formula: idle_factor = base_factor * (profit_aim / risk_reward_ratio) / 4.0
- Also fixed in test_reward_components.py and ReforceXY.py
2. Refactoring: Separation of concerns in PBRS calculation
- Renamed apply_potential_shaping() → compute_pbrs_components()
- Removed base_reward parameter from PBRS functions
- PBRS functions now return only shaping components
- Caller responsible for: total = base_reward + shaping + entry + exit
- Kept deprecated wrapper for backward compatibility
- Updated ReforceXY.py with parallel changes
- Adapted tests to new function signatures
3. Documentation: Complete mathematical notation harmonization
- Achieved 100% consistent notation across both implementations
- Standardized on Greek symbols: Φ(s), γ, Δ(s,a,s')
- Eliminated mixing of word forms (Phi/gamma/Delta) with symbols
- Harmonized docstrings to 156-169 lines with identical theory sections
- Added cross-references between implementations
- Fixed all instances of Δ(s,s') → Δ(s,a,s') to include action parameter
Files modified:
- reward_space_analysis/reward_space_analysis.py: Core refactoring + docs
- user_data/freqaimodels/ReforceXY.py: Parallel refactoring + docs
- tests/components/test_additives.py: Adapted to new signature
- tests/components/test_reward_components.py: Bug fix
- tests/api/test_api_helpers.py: Adapted to new signature
All 50 tests pass. Behavior preserved except for intentional bug fix.
Jérôme Benoit [Tue, 23 Dec 2025 17:02:49 +0000 (18:02 +0100)]
fix(ReforceXY): make the data generation duration aware
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 23 Dec 2025 16:53:41 +0000 (17:53 +0100)]
refactor(ReforceXY): cleanup reward space analysis
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 22 Dec 2025 22:56:34 +0000 (23:56 +0100)]
chore: refresh openspec artifacts
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 22 Dec 2025 22:16:46 +0000 (23:16 +0100)]
feat(ReforceXY): add purge_period to optuna config to periodically purge optuna studies
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 22 Dec 2025 19:02:33 +0000 (20:02 +0100)]
fix(ReforceXY): reset last reward shaping on neutral self loop
When the environment is reset, ensure that the last reward shaping value
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 22 Dec 2025 18:54:52 +0000 (19:54 +0100)]
refactor(ReforceXY): cleanup variables namespace
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 22 Dec 2025 18:47:37 +0000 (19:47 +0100)]
refactor(ReforceXY): add invariant checks to efficiency coefficient computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 22 Dec 2025 18:05:35 +0000 (19:05 +0100)]
fix(ReforceXY): adjust min_resource calculation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 22 Dec 2025 17:35:38 +0000 (18:35 +0100)]
test: factor out transforms tests into dedicated test case
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 22 Dec 2025 17:29:33 +0000 (18:29 +0100)]
fix(ReforceXY): apply PBRS correction at terminal step
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
renovate[bot] [Mon, 22 Dec 2025 15:38:35 +0000 (16:38 +0100)]
chore(deps): lock file maintenance (#24)
Co-authored-by: renovate[bot] <29139614+renovate[bot]@users.noreply.github.com>
renovate[bot] [Mon, 22 Dec 2025 15:30:33 +0000 (16:30 +0100)]
chore(deps): update dependency scikit-image to v0.26.0 (#23)
Co-authored-by: renovate[bot] <29139614+renovate[bot]@users.noreply.github.com>
Jérôme Benoit [Mon, 22 Dec 2025 12:37:22 +0000 (13:37 +0100)]
fix(ReforceXY): fix off-by-one in PBRS next state duration computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 21 Dec 2025 23:52:44 +0000 (00:52 +0100)]
fix(ReforceXY): eval frequency calculation and resource allocation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 21 Dec 2025 19:54:21 +0000 (20:54 +0100)]
refactor(ReforceXY): cleanup reward space analysis additive enablement handling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 21 Dec 2025 17:35:10 +0000 (18:35 +0100)]
fix(pbrs): canonical mode disables additives; migrate prev_potential API
Jérôme Benoit [Sun, 21 Dec 2025 15:36:16 +0000 (16:36 +0100)]
perf(qav3): adjust decline_quantile to 0.75
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 21 Dec 2025 14:19:09 +0000 (15:19 +0100)]
refactor(qav3): remove unneeded float conversion in vw_path_length calculation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 21 Dec 2025 14:13:05 +0000 (15:13 +0100)]
refactor(qav3): cleanup numerical stability checks
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 21 Dec 2025 13:03:13 +0000 (14:03 +0100)]
fix(qav3): handle edge cases in zero_phase_filter, smooth_extrema, soft_extremum
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 20 Dec 2025 23:44:44 +0000 (00:44 +0100)]
fix(qav3): computation of volume-weighted ER
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>