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Piment Noir Git Repositories - freqai-strategies.git/log
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
Jérôme Benoit [Sat, 7 Jun 2025 20:10:56 +0000 (22:10 +0200)]
refactor(qav3): cleanup get_trade_moving_average_natr()
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 7 Jun 2025 18:56:17 +0000 (20:56 +0200)]
refactor(qav3): refine get_trade_interpolation_natr() interpolation
range
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 7 Jun 2025 12:14:48 +0000 (14:14 +0200)]
fix(qav3): trade NATR interpolation must account over the trade duration
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 6 Jun 2025 18:57:17 +0000 (20:57 +0200)]
fix(qav3): pivots labeling issue
log pivots labeling information
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 6 Jun 2025 11:03:33 +0000 (13:03 +0200)]
perf(qav3): tune pivots labeling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 6 Jun 2025 10:39:44 +0000 (12:39 +0200)]
perf(qav3): tune pivots labeling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 6 Jun 2025 08:09:55 +0000 (10:09 +0200)]
refactor(qav3): sensible naming to trade_price_target tunable
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 5 Jun 2025 22:49:07 +0000 (00:49 +0200)]
chore(qav3): bump versions
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 5 Jun 2025 22:47:35 +0000 (00:47 +0200)]
perf(qav3): tune pivot labeling momentum confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 5 Jun 2025 21:15:53 +0000 (23:15 +0200)]
fix(qav3): relax initial pivot identification to avoid labeling failure
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 5 Jun 2025 20:17:19 +0000 (22:17 +0200)]
refactor(qav3): add log throttling to custom_exit()
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 5 Jun 2025 16:39:30 +0000 (18:39 +0200)]
refactor(qav3): use numpy interpolation instead of open coding it
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 5 Jun 2025 09:22:28 +0000 (11:22 +0200)]
feat(qav3): add volatility quantile based method to compute trade exit
price
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 4 Jun 2025 10:20:37 +0000 (12:20 +0200)]
fix(qav3): find_fractals must return the dataframe indices
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 3 Jun 2025 17:56:07 +0000 (19:56 +0200)]
refactor(qav3): remove duplicate logic in kmeans MO trial selection
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 3 Jun 2025 17:21:23 +0000 (19:21 +0200)]
refactor(qav3): trivial cleanup in pivots labeling optimization
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 3 Jun 2025 15:22:12 +0000 (17:22 +0200)]
refactor(qav3): ensure label_weights are L1 normalized
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 3 Jun 2025 14:15:22 +0000 (16:15 +0200)]
feat(qav3): add kmeans to ideal point clustering multi objective trial selection
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 3 Jun 2025 11:48:30 +0000 (13:48 +0200)]
perf(qav3): tune pivot labeling optimization
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 2 Jun 2025 17:17:00 +0000 (19:17 +0200)]
refactor(qav3): align multi objective optimization metrics namespace
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 2 Jun 2025 11:09:51 +0000 (13:09 +0200)]
fix(qav3): brown paper bag bug at string path seperator handling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
repositories / freqai-strategies.git / log
