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Piment Noir Git Repositories - freqai-strategies.git/log
Jérôme Benoit [Thu, 24 Apr 2025 17:45:26 +0000 (19:45 +0200)] 
perf(qav3): tighten stoploss
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 23 Apr 2025 16:49:36 +0000 (18:49 +0200)]
refactor(reforcexy): cache properties
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 23 Apr 2025 16:07:43 +0000 (18:07 +0200)]
perf(qav3): fine tune trade opening confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 21 Apr 2025 19:49:59 +0000 (21:49 +0200)]
refactor(reforcexy): protections cleanups
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 21 Apr 2025 19:14:41 +0000 (21:14 +0200)]
perf(qav3): look for min/max prediction thresholds over at least 2 label
periods
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 21 Apr 2025 14:41:24 +0000 (16:41 +0200)]
perf(qav3): fine tune prediction min/max thresholds
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 21 Apr 2025 11:37:47 +0000 (13:37 +0200)]
fix(qav3): fix take profit distance computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 20 Apr 2025 20:22:31 +0000 (22:22 +0200)]
perf(qav3): handle labeling optimization corner cases
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 20 Apr 2025 18:42:56 +0000 (20:42 +0200)]
perf(qav3): target scaled NATR in labeling optimization
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 20 Apr 2025 10:18:56 +0000 (12:18 +0200)]
chore(deps): bump optuna version to latest in docker image
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 20 Apr 2025 10:03:20 +0000 (12:03 +0200)]
perf(qav3): fine tune prediction thresholds
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 19 Apr 2025 20:28:17 +0000 (22:28 +0200)]
perf(qav3): optimize labeling only over the last periods
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 19 Apr 2025 20:04:24 +0000 (22:04 +0200)]
refactor(qav3): spell fix
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 19 Apr 2025 19:31:11 +0000 (21:31 +0200)]
perf(qav3): compute prediction thresholds over label periods only
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 19 Apr 2025 18:36:16 +0000 (20:36 +0200)]
docs: docstring spell fix
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 19 Apr 2025 18:21:26 +0000 (20:21 +0200)]
refactor(qav3): add Boltzmann operator
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 19 Apr 2025 18:07:41 +0000 (20:07 +0200)]
perf(qav3): fine tune predictions max/min threshold
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 19 Apr 2025 10:30:37 +0000 (12:30 +0200)]
perf(qav3): secure take profit target
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 17 Apr 2025 16:54:14 +0000 (18:54 +0200)]
perf(qav3): fine tune prediction thresholds and stoploss distance
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 16 Apr 2025 20:45:11 +0000 (22:45 +0200)]
perf(qav3): make stoploss distance less agressive
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 14 Apr 2025 10:29:45 +0000 (12:29 +0200)]
perf(qav3): fine tune prediction thresholds temperature
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 13 Apr 2025 20:49:49 +0000 (22:49 +0200)]
refactor(qav3): cleanup in feature engineering code
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 13 Apr 2025 18:25:30 +0000 (20:25 +0200)]
refactor(qav3): cleanup feature engineering
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 13 Apr 2025 18:01:13 +0000 (20:01 +0200)]
refactor(qav3): code cleanups
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 13 Apr 2025 17:43:41 +0000 (19:43 +0200)]
perf(qav3): fine tune trade entry confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 13 Apr 2025 09:48:56 +0000 (11:48 +0200)]
perf(qav3): fine tune stoploss natr ratio
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 12 Apr 2025 17:26:38 +0000 (19:26 +0200)]
refactor(qav3): cleanup trade entry confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 11 Apr 2025 15:46:09 +0000 (17:46 +0200)]
refactor(qav3): align optuna results helper namespace
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 11 Apr 2025 15:40:00 +0000 (17:40 +0200)]
refactor(qav3): align optuna results handling namespace
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 11 Apr 2025 11:07:44 +0000 (13:07 +0200)]
perf(qav3): fine tune zigzag params optimisation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 10 Apr 2025 15:56:08 +0000 (17:56 +0200)]
fix(qav3): np.close() -> np.isclose()
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 10 Apr 2025 15:11:16 +0000 (17:11 +0200)]
refactor(qav3): revert incorrect cleanups
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 10 Apr 2025 15:05:23 +0000 (17:05 +0200)]
refactor(qav3): cleanup multi objective best trial heuristic
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 10 Apr 2025 14:21:05 +0000 (16:21 +0200)]
chore(qav3): remove unneeded identifier fallback
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 10 Apr 2025 12:00:02 +0000 (14:00 +0200)]
perf: small optimization on standard zigzag implementation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 10 Apr 2025 10:30:10 +0000 (12:30 +0200)]
fix(qav3): ensure hyperopt configuration is respected
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 10 Apr 2025 09:51:43 +0000 (11:51 +0200)]
perf(qav3): fine tune default label NATR ratio
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 9 Apr 2025 19:32:43 +0000 (21:32 +0200)]
refactor: cleanup optuna best trial check
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 9 Apr 2025 18:35:44 +0000 (20:35 +0200)]
perf(qav3): fine tune natr ratio optuna dimension
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 9 Apr 2025 17:29:55 +0000 (19:29 +0200)]
perf(qav3): fine tune natr ratio optuna dimension
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 9 Apr 2025 15:14:50 +0000 (17:14 +0200)]
fix(qav3): safe initialization of HPO properties
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 9 Apr 2025 14:42:12 +0000 (16:42 +0200)]
perf(qav3): use median where appropriate
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 9 Apr 2025 13:44:51 +0000 (15:44 +0200)]
feat(qav3): peaks identification optimisation zigzag compatible
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 8 Apr 2025 09:07:27 +0000 (11:07 +0200)]
refactor(qav3): bump properly model version
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 8 Apr 2025 09:01:14 +0000 (11:01 +0200)]
refactor(qav3)!: removel label_period_candles optimization
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 7 Apr 2025 17:25:51 +0000 (19:25 +0200)]
refactor(qav3): cleanup optuna results handling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 7 Apr 2025 14:33:25 +0000 (16:33 +0200)]
refactor(qav3): rename signal thresholding tunable
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 7 Apr 2025 10:48:02 +0000 (12:48 +0200)]
fix(qav3): properly handle temperature=0 in smoothed_min()
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 7 Apr 2025 09:57:22 +0000 (11:57 +0200)]
refactor(qav3): cleanup predictions smoothing code
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 7 Apr 2025 09:07:29 +0000 (11:07 +0200)]
fix(qav3): make hyperopt compatible with ZigZag extreme labeling
And switch to smarter min/max prediction thresholds method
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 6 Apr 2025 14:42:31 +0000 (16:42 +0200)]
docs(qav3): refine labeling_window.txt
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 6 Apr 2025 12:21:45 +0000 (14:21 +0200)]
refactor(qav): refine typing
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 6 Apr 2025 10:13:21 +0000 (12:13 +0200)]
refactor(qav3): refine typing
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 5 Apr 2025 23:25:43 +0000 (01:25 +0200)]
perf(qav3): fine tune TP computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 5 Apr 2025 22:28:05 +0000 (00:28 +0200)]
fix(qav3): drop zigzag first lists element
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 5 Apr 2025 21:54:46 +0000 (23:54 +0200)]
perf(qav3): use custom zigzag algo to label extrema
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 5 Apr 2025 16:50:15 +0000 (18:50 +0200)]
perf(qav3): fine tune extrema labeling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 5 Apr 2025 12:44:34 +0000 (14:44 +0200)]
perf(qav3): fine tune extrema labeling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 5 Apr 2025 10:36:36 +0000 (12:36 +0200)]
perf(qav3): fine tune extrema labeling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 4 Apr 2025 20:58:17 +0000 (22:58 +0200)]
refactor(qav3): cleanup label period candles handling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 4 Apr 2025 16:46:37 +0000 (18:46 +0200)]
perf(qav3): fine tune extrema labeling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 4 Apr 2025 14:28:02 +0000 (16:28 +0200)]
perf(qav3): fine tune extrema labeling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 4 Apr 2025 10:40:27 +0000 (12:40 +0200)]
perf(qav3): remove unneeded dataframe squeeze()
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 2 Apr 2025 20:35:31 +0000 (22:35 +0200)]
fix(reforcexy): use right tunable to optuna sampler seed
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 2 Apr 2025 20:16:31 +0000 (22:16 +0200)]
chore(reforcexy): add seed to optuna sampler
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 2 Apr 2025 20:04:09 +0000 (22:04 +0200)]
refactor(qav3): refine typing
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 2 Apr 2025 19:31:36 +0000 (21:31 +0200)]
refactor(qav3): refine typing
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 2 Apr 2025 19:13:44 +0000 (21:13 +0200)]
refactor(qav3): cleanups
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 2 Apr 2025 18:49:08 +0000 (20:49 +0200)]
perf(qav3): limit optuna memory usage
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 2 Apr 2025 17:50:56 +0000 (19:50 +0200)]
refactor(qav3): cleanups
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 2 Apr 2025 15:55:41 +0000 (17:55 +0200)]
refactor(qav3): cleanup optuna optimize
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 2 Apr 2025 12:49:32 +0000 (14:49 +0200)]
refactor(qav3): merge models implementation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 1 Apr 2025 12:24:21 +0000 (14:24 +0200)]
chore(qav3): more sensible defaults
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 31 Mar 2025 19:23:06 +0000 (21:23 +0200)]
perf(qav3): optimize labeling window over the whole test data
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 31 Mar 2025 16:35:25 +0000 (18:35 +0200)]
perf(qav3): switch to geometric mean in period objective function
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 31 Mar 2025 10:17:36 +0000 (12:17 +0200)]
perf(qav3): ensure dynamic SL try to enforce RR ratio ASAP
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 30 Mar 2025 09:26:25 +0000 (11:26 +0200)]
perf(qav3): use ta lib python NATR everywhere
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 29 Mar 2025 19:01:46 +0000 (20:01 +0100)]
perf(qav3): store TP price in trade persistent custom data
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 29 Mar 2025 10:17:10 +0000 (11:17 +0100)]
perf: fine tune default settings
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 27 Mar 2025 20:22:13 +0000 (21:22 +0100)]
perf(qav3): fine tune TP logarithmic increase
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 27 Mar 2025 09:20:20 +0000 (10:20 +0100)]
perf(qav3): tune optuna default timeout
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 26 Mar 2025 09:13:22 +0000 (10:13 +0100)]
perf(qav3): use ta-lib-python price computation helpers
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 25 Mar 2025 16:26:48 +0000 (17:26 +0100)]
fix(qav3): clipping is enough in FRAMA
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 25 Mar 2025 15:42:59 +0000 (16:42 +0100)]
fix: handle margin trading mode
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 25 Mar 2025 14:45:29 +0000 (15:45 +0100)]
feat(qav3): add zero lag support to FRAMA
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 25 Mar 2025 10:50:04 +0000 (11:50 +0100)]
fix(qav3): fix FRAMA implementation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 24 Mar 2025 19:55:50 +0000 (20:55 +0100)]
refactor(qav3): refine alligator features list
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 24 Mar 2025 19:37:07 +0000 (20:37 +0100)]
fix(qav3): fix SMMA et FRAMA implementation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 24 Mar 2025 18:18:18 +0000 (19:18 +0100)]
refactor(qav3): code formatting
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 24 Mar 2025 17:18:20 +0000 (18:18 +0100)]
fix(qav3): fix zero lag moving average implementation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 24 Mar 2025 15:31:55 +0000 (16:31 +0100)]
Merge branch 'main' of git.piment-noir.org:freqai-strategies into perf/features
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 24 Mar 2025 15:29:32 +0000 (16:29 +0100)]
refactor: more features namespace cleanup
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 24 Mar 2025 15:21:46 +0000 (16:21 +0100)]
Merge branch 'main' of git.piment-noir.org:freqai-strategies into perf/features
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 24 Mar 2025 15:19:21 +0000 (16:19 +0100)]
refactor(qav3): cleanup alligator feature
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 24 Mar 2025 15:06:34 +0000 (16:06 +0100)]
refactor(qav3): cleanup alligator trend strengh computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 24 Mar 2025 14:53:09 +0000 (15:53 +0100)]
refactor(qav3): cleanup new features namespace
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 24 Mar 2025 14:42:12 +0000 (15:42 +0100)]
Merge branch 'main' of git.piment-noir.org:freqai-strategies into perf/features
Jérôme Benoit [Mon, 24 Mar 2025 14:41:30 +0000 (15:41 +0100)]
refactor(qav3): features namespace cleanup
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 24 Mar 2025 13:03:30 +0000 (14:03 +0100)]
perf(qav3): integrate new features
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 24 Mar 2025 12:38:20 +0000 (13:38 +0100)]
fix(qacv3): properly handle zero range in series
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
repositories / freqai-strategies.git / log
