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Piment Noir Git Repositories - freqai-strategies.git/log
Jérôme Benoit [Tue, 9 Sep 2025 01:24:20 +0000 (03:24 +0200)] 
perf(reforcexy): readd optuna params dependency properly
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 9 Sep 2025 00:52:22 +0000 (02:52 +0200)]
fix(reforcexy): revert optuna params dependency
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 9 Sep 2025 00:29:41 +0000 (02:29 +0200)]
docs(reforcexy): readd comment
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 9 Sep 2025 00:24:37 +0000 (02:24 +0200)]
fix(reforcexy): fix optuna best trial params conversion to model params
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 5 Sep 2025 19:35:58 +0000 (21:35 +0200)]
refactor(qav3): refine configuration template
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 5 Sep 2025 19:11:50 +0000 (21:11 +0200)]
fix(docker-upgrade.sh): only require jq when telegram is enabled
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 5 Sep 2025 11:34:49 +0000 (13:34 +0200)]
refactor: add brackets to shell variable for proper expansion
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 4 Sep 2025 12:01:12 +0000 (14:01 +0200)]
fix: properly restore protected MD syntax in all cases
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 4 Sep 2025 11:36:40 +0000 (13:36 +0200)]
refactor: cleanup telegram markdown escaping implementation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 4 Sep 2025 11:27:36 +0000 (13:27 +0200)]
refactor: improve a bit telegram message style handling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 4 Sep 2025 11:19:45 +0000 (13:19 +0200)]
fix: ensure some valid telegram markdown formatting are kept
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 3 Sep 2025 22:56:05 +0000 (00:56 +0200)]
perf(qav3): less strict min # of extrema at train optimization
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 3 Sep 2025 20:09:29 +0000 (22:09 +0200)]
fix: ensure the docker upgrade script can run from a cronjob
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 3 Sep 2025 17:50:24 +0000 (19:50 +0200)]
refactor: refine log message
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 3 Sep 2025 17:44:28 +0000 (19:44 +0200)]
refactor: align error message
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 3 Sep 2025 17:24:37 +0000 (19:24 +0200)]
refactor: refine error message
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 3 Sep 2025 17:01:00 +0000 (19:01 +0200)]
refactor: ensure POSIX compliance
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 3 Sep 2025 15:49:45 +0000 (17:49 +0200)]
fix: make lock file per docker image
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 3 Sep 2025 15:39:46 +0000 (17:39 +0200)]
fix: ensure telegram message is properly escaped
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 3 Sep 2025 14:59:07 +0000 (16:59 +0200)]
feat: add telegram notification to docker image upgrade
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 2 Sep 2025 22:30:30 +0000 (00:30 +0200)]
refactor(qav3): sensible defaults in template
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 2 Sep 2025 20:59:06 +0000 (22:59 +0200)]
refactor(qav3): comment out some inadequate distances for MO optimization
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 2 Sep 2025 15:56:13 +0000 (17:56 +0200)]
refactor: factor out local docker image rebuild and restart
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 2 Sep 2025 15:21:28 +0000 (17:21 +0200)]
feat: rebuild the local docker image when its base remote image is updated
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 2 Sep 2025 13:57:59 +0000 (15:57 +0200)]
chore: add script to update a docker image
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 1 Sep 2025 12:27:04 +0000 (14:27 +0200)]
chore(qav3): add a few shortcuts for power means
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 31 Aug 2025 22:45:57 +0000 (00:45 +0200)]
perf(qav3): refine n_trials default
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 31 Aug 2025 12:07:22 +0000 (14:07 +0200)]
refactor(qav3): enhance log messages formatting
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 31 Aug 2025 11:15:31 +0000 (13:15 +0200)]
perf(qav3): add integer fastpath to round_to_step()
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 30 Aug 2025 23:10:21 +0000 (01:10 +0200)]
refactor(qav3): align function family LRU cache size
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 30 Aug 2025 23:07:49 +0000 (01:07 +0200)]
perf(qav3): optimize largest_divisor_to_step()
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 30 Aug 2025 22:14:52 +0000 (00:14 +0200)]
perf(qav3): skip training sets sizing when necessary
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 30 Aug 2025 17:39:50 +0000 (19:39 +0200)]
chore: bump optuna to 4.5.0
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 29 Aug 2025 15:59:13 +0000 (17:59 +0200)]
refactor(qav3): config template cleanup
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 28 Aug 2025 20:51:30 +0000 (22:51 +0200)]
refactor(qav3): method namespace cleanup
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 27 Aug 2025 19:56:56 +0000 (21:56 +0200)]
perf(qav3): less strict pivot confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 25 Aug 2025 13:28:00 +0000 (15:28 +0200)]
refactor(qav3): avoid side effects at predictions thresholds computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 25 Aug 2025 13:23:31 +0000 (15:23 +0200)]
Revert "refactor(qav3): cleanup predictions thresholds computation"
This reverts commit
383f13d8c2cf5d9048f6d7e1cdc03487bb18c4b7.
Jérôme Benoit [Mon, 25 Aug 2025 13:09:46 +0000 (15:09 +0200)]
refactor(qav3): cleanup predictions thresholds computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 23 Aug 2025 14:09:49 +0000 (16:09 +0200)]
perf(qav3): tune reversal confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 22 Aug 2025 22:00:30 +0000 (00:00 +0200)]
perf(qav3): fine tune default_exit_thresholds_calibration values
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 22 Aug 2025 13:20:57 +0000 (15:20 +0200)]
refactor: improve format_number corner case handling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 21 Aug 2025 14:40:44 +0000 (16:40 +0200)]
perf(qav3): fine tune reversal confirmation at trade entry/exit
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 21 Aug 2025 10:21:41 +0000 (12:21 +0200)]
refactor(qav3): add input guards
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 19 Aug 2025 21:55:22 +0000 (23:55 +0200)]
fix(qav3): ensure safe threshold values
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 17 Aug 2025 20:33:11 +0000 (22:33 +0200)]
fix(reforcexy): DQN properties for tensorbard
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 17 Aug 2025 20:04:13 +0000 (22:04 +0200)]
fix(reforcexy): ensure clip range is only passed to model supporting it
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 17 Aug 2025 19:49:24 +0000 (21:49 +0200)]
perf(reforcexy): reduce optuna search space
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 17 Aug 2025 19:17:52 +0000 (21:17 +0200)]
chore(refactorxy): remove dead code in RL agent
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 17 Aug 2025 14:44:58 +0000 (16:44 +0200)]
perf(qav3): reduce NATR period search space for labeling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 17 Aug 2025 11:20:30 +0000 (13:20 +0200)]
perf(qav3): switch stoploss factor to soft saturation method arctan
based
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 16 Aug 2025 16:39:26 +0000 (18:39 +0200)]
perf(qav3): fine tune stoploss computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 16 Aug 2025 13:29:04 +0000 (15:29 +0200)]
refactor(qav3): refine log messages
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 16 Aug 2025 12:59:17 +0000 (14:59 +0200)]
refactor(qav3): refine log messages
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 16 Aug 2025 11:43:04 +0000 (13:43 +0200)]
perf(qav3): tune stoploss behavior
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 15 Aug 2025 23:18:07 +0000 (01:18 +0200)]
fix(qav3): trade direction in log messages
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 15 Aug 2025 22:53:38 +0000 (00:53 +0200)]
refactor(qav3): factor out reversal confirmation logic
and make it smarter
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 15 Aug 2025 20:15:24 +0000 (22:15 +0200)]
refactor(qav3): make thresholding computation API more generic
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 15 Aug 2025 18:13:28 +0000 (20:13 +0200)]
perf(qav3): lightly stricter trade entry confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 15 Aug 2025 17:29:32 +0000 (19:29 +0200)]
perf(qav3): go back to risk/reward ratio matching 4th fibonacci
retracement level
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 12 Aug 2025 15:29:23 +0000 (17:29 +0200)]
fix(qav3): default label_period_candles value
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 12 Aug 2025 15:15:05 +0000 (17:15 +0200)]
perf(qav3): refine protections tuning
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 11 Aug 2025 18:14:07 +0000 (20:14 +0200)]
chore(qav3): store trade exit stage with TP price for constants
optimization
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 11 Aug 2025 16:15:21 +0000 (18:15 +0200)]
perf(qav3): tune trade entry confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 11 Aug 2025 11:53:32 +0000 (13:53 +0200)]
fix(qav3): do not tighten stoploss prematurely
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 10 Aug 2025 21:59:44 +0000 (23:59 +0200)]
docs(qav3): refine docstring
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 10 Aug 2025 20:11:29 +0000 (22:11 +0200)]
perf(qav3): fine tune pivots labeling optuna search space
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 10 Aug 2025 15:06:14 +0000 (17:06 +0200)]
fix(reforcexy): revert Actions usage in strategy
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 10 Aug 2025 15:00:25 +0000 (17:00 +0200)]
chore: improve typing
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 10 Aug 2025 13:56:00 +0000 (15:56 +0200)]
fix(reforcexy): fix tensorboard take_profit plotting
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 10 Aug 2025 11:52:35 +0000 (13:52 +0200)]
perf(qav3): shorten labeling NATR period
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 9 Aug 2025 20:16:50 +0000 (22:16 +0200)]
fix(qav3): class method vs. static method
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 9 Aug 2025 19:59:48 +0000 (21:59 +0200)]
perf(qav3): tune trade final exit condition
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 9 Aug 2025 17:39:47 +0000 (19:39 +0200)]
perf(qav3): code optimization
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 9 Aug 2025 15:46:18 +0000 (17:46 +0200)]
refactor(qav3): refine debug log message
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 9 Aug 2025 15:19:13 +0000 (17:19 +0200)]
perf(qav3): switch to probabilitic thresholding for trade final exit
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 8 Aug 2025 22:54:15 +0000 (00:54 +0200)]
fix(qav3): final stage trade exit logic
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 8 Aug 2025 22:32:59 +0000 (00:32 +0200)]
perf(qav3): code optimizations
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 8 Aug 2025 21:01:05 +0000 (23:01 +0200)]
chore(qav3): bump strategy version
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 8 Aug 2025 20:59:42 +0000 (22:59 +0200)]
fix(qav3): account for executed succesfully orders for trade exit stage
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 8 Aug 2025 20:27:09 +0000 (22:27 +0200)]
fix(qav3): fix mishandling of partial exits cancellation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 8 Aug 2025 17:31:20 +0000 (19:31 +0200)]
fix(qav3): handle trailing zeros properly at number formatting
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 8 Aug 2025 15:49:08 +0000 (17:49 +0200)]
refactor(qav3): remove unneeded intermediate variable
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 8 Aug 2025 15:43:13 +0000 (17:43 +0200)]
refactor(qav3): direction -> trade_direction
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 8 Aug 2025 15:34:53 +0000 (17:34 +0200)]
refactor(qav3): enter_tag -> direction
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 8 Aug 2025 15:16:23 +0000 (17:16 +0200)]
docs: refine README
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 8 Aug 2025 14:27:43 +0000 (16:27 +0200)]
refactor(qav3): add log message for predictions outlier detection
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 8 Aug 2025 13:58:12 +0000 (15:58 +0200)]
refactor(qav3): refine log messages
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 8 Aug 2025 13:33:13 +0000 (15:33 +0200)]
Revert "refactor(qav3): better number formatting in log messages"
This reverts commit
4f3ffef9d4cacf1f3e959fd1469f34edef22d41a.
Jérôme Benoit [Fri, 8 Aug 2025 12:32:15 +0000 (14:32 +0200)]
refactor(qav3): better number formatting in log messages
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 8 Aug 2025 12:18:01 +0000 (14:18 +0200)]
refactor(qav3): format number with 5 significant digits
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 8 Aug 2025 12:14:46 +0000 (14:14 +0200)]
perf(qav3): fine tune trade final exit conditions
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 8 Aug 2025 11:28:15 +0000 (13:28 +0200)]
fix(qav3): missing import
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 7 Aug 2025 21:25:05 +0000 (23:25 +0200)]
perf(qav3): tune trade final exit conditions, take ?
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 7 Aug 2025 20:30:40 +0000 (22:30 +0200)]
perf(qav3): refine final trade exit conditions
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 7 Aug 2025 20:07:29 +0000 (22:07 +0200)]
perf(qav3): fine tune trade final exit conditions
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 7 Aug 2025 19:05:15 +0000 (21:05 +0200)]
fix(qav3): format number properly in log messages
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 7 Aug 2025 17:46:03 +0000 (19:46 +0200)]
perf(qav3): dynamic thresholding for trade final exit conditions
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 7 Aug 2025 16:01:10 +0000 (18:01 +0200)]
perf(qav3): make last trade exit more reactive to pnl momentum
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 7 Aug 2025 12:33:04 +0000 (14:33 +0200)]
fix(qav3): pnl momentum computation
and outliers counting during a trade
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
repositories / freqai-strategies.git / log
