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Piment Noir Git Repositories - freqai-strategies.git/log
Jérôme Benoit [Fri, 14 Feb 2025 22:20:14 +0000 (23:20 +0100)] 
fix(qav3): fix study deletion error handling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 14 Feb 2025 21:30:31 +0000 (22:30 +0100)]
refactor(qav3): log more information at optuna failure
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 14 Feb 2025 20:11:31 +0000 (21:11 +0100)]
fix(qav3): ensure previous optuna params are reused in case of failure
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 14 Feb 2025 18:52:21 +0000 (19:52 +0100)]
refactor(qav3): control the optuna installed in docker image
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 14 Feb 2025 18:23:38 +0000 (19:23 +0100)]
fix(qav3): ensure optuna is doing live optimization
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 14 Feb 2025 10:10:51 +0000 (11:10 +0100)] 
refactor(qav3): factor out optuna optimisation code
Signed-off-by: Jérôme Benoit <jerome.benoit@sap.com>
Jérôme Benoit [Thu, 13 Feb 2025 15:26:22 +0000 (16:26 +0100)]
fix(qav3): gracefully handle optuna optimize failure
Signed-off-by: Jérôme Benoit <jerome.benoit@sap.com>
Jérôme Benoit [Wed, 12 Feb 2025 22:23:38 +0000 (23:23 +0100)]
refactor(qav3): rename storage optuna tunable
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 12 Feb 2025 20:47:46 +0000 (21:47 +0100)]
refactor(qav3): refine subplot name
Signed-off-by: Jérôme Benoit <jerome.benoit@sap.com>
Jérôme Benoit [Wed, 12 Feb 2025 17:10:38 +0000 (18:10 +0100)]
refactor(qav3): add candle body to features
Signed-off-by: Jérôme Benoit <jerome.benoit@sap.com>
Jérôme Benoit [Wed, 12 Feb 2025 14:44:15 +0000 (15:44 +0100)]
refactor(qav3): refine graph colors
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 12 Feb 2025 14:36:32 +0000 (15:36 +0100)]
refactor(qav3): refine graph colors
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 12 Feb 2025 11:03:43 +0000 (12:03 +0100)]
refactor(qav3): reuse tunable for stop loss guard
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 12 Feb 2025 09:08:50 +0000 (10:08 +0100)]
refactor!: add predictions smoothing tunable
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 11 Feb 2025 23:36:06 +0000 (00:36 +0100)]
fix(qav3): ensure extrema prediction fit into the live predictions period
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 11 Feb 2025 23:18:37 +0000 (00:18 +0100)]
refactor(qav3): remove uneeded condition
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 11 Feb 2025 21:38:10 +0000 (22:38 +0100)]
fix(qav3): keep optuna HPO values on a per pair basis
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 11 Feb 2025 18:45:06 +0000 (19:45 +0100)]
refactor(qav3): plot min_max bar
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 11 Feb 2025 18:35:12 +0000 (19:35 +0100)]
refactor(qav3): use bar to identify min_max
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 11 Feb 2025 18:29:20 +0000 (19:29 +0100)]
fix(qac3): ensure minima are identified
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 11 Feb 2025 16:35:06 +0000 (17:35 +0100)]
refactor(qav3): typing
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 11 Feb 2025 13:51:20 +0000 (14:51 +0100)]
refactor(qav3): factor out optuna storage building code
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 11 Feb 2025 13:27:06 +0000 (14:27 +0100)]
refactor(qav3): cleanup predictions sorting code
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 11 Feb 2025 10:10:16 +0000 (11:10 +0100)]
perf: evaluate log-sum-exp extrame smoothing by default
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 11 Feb 2025 01:06:36 +0000 (02:06 +0100)]
refactor(qav3): refine prediction min/max API
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 10 Feb 2025 22:49:04 +0000 (23:49 +0100)]
fix(qav3): revert min/max prediction smoothing
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
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Jérôme Benoit [Mon, 10 Feb 2025 21:56:56 +0000 (22:56 +0100)]
fix(qav3): filter prediction dataframe
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 10 Feb 2025 21:01:56 +0000 (22:01 +0100)]
refactor(qav3): code cleanups
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 10 Feb 2025 20:21:40 +0000 (21:21 +0100)]
refactor(qav3): fit label mean and std
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 10 Feb 2025 19:48:27 +0000 (20:48 +0100)]
fix(qav3): fix log‑sum‑exp computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 10 Feb 2025 19:42:10 +0000 (20:42 +0100)]
fix(qav3): revert median() usage on a rolling gaussian windows
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 10 Feb 2025 19:26:58 +0000 (20:26 +0100)]
perf(qav3): experiment with log-sum-exp prediction smoothing
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 10 Feb 2025 14:38:45 +0000 (15:38 +0100)]
feat(qav3): allow to configure optuna storage type
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 10 Feb 2025 14:18:17 +0000 (15:18 +0100)]
fix(qav3): fix optuna storage backend
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 10 Feb 2025 14:11:54 +0000 (15:11 +0100)]
refactor(qav3): ensure optuna storage backend is stored in the model
path
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 10 Feb 2025 13:54:12 +0000 (14:54 +0100)]
fix(qav3): fix path handling to journal storage
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 10 Feb 2025 13:34:04 +0000 (14:34 +0100)]
fix(qav3): switch to file backend optuna storage
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 10 Feb 2025 12:45:26 +0000 (13:45 +0100)]
fix(qav3): ensure different study name per crypto pair
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 10 Feb 2025 12:02:31 +0000 (13:02 +0100)]
perf(qav3): optimize optuna memory usage
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 10 Feb 2025 10:30:24 +0000 (11:30 +0100)]
refactor(qav3): cleanup code comments
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 10 Feb 2025 10:04:54 +0000 (11:04 +0100)]
refactor(qav3): argrelextrema -> find_peaks
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 7 Feb 2025 11:04:38 +0000 (12:04 +0100)]
refactor(qav3): remove uneeded boudaries check in objective function
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 7 Feb 2025 10:56:34 +0000 (11:56 +0100)]
perf(qav3): refine configuration template train_period_days
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 7 Feb 2025 10:30:32 +0000 (11:30 +0100)]
perf(qav3): fine tune optuna search space
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 6 Feb 2025 19:39:07 +0000 (20:39 +0100)]
refactor(qav3): refine log messages
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 6 Feb 2025 19:30:38 +0000 (20:30 +0100)]
refactor(qav3): improve log messages
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 6 Feb 2025 17:12:26 +0000 (18:12 +0100)]
perf(qav3): fine tune label_period_candles HPO
Signed-off-by: Jérôme Benoit <jerome.benoit@sap.com>
Jérôme Benoit [Thu, 6 Feb 2025 13:35:42 +0000 (14:35 +0100)]
perf: refine extrema computation rolling window
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 6 Feb 2025 12:40:55 +0000 (13:40 +0100)]
refactor(qav3): refine optuna enablement condition
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 6 Feb 2025 12:21:40 +0000 (13:21 +0100)]
refactor(qav3): add optuna config section in freqai config
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 6 Feb 2025 11:28:37 +0000 (12:28 +0100)]
fix(qav3): ensure optuna label_period_candles is used when computed
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 6 Feb 2025 11:15:37 +0000 (12:15 +0100)]
fix(qav3): avoid train and test set disperancy
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 6 Feb 2025 02:08:22 +0000 (03:08 +0100)]
perf(qav3): properly size optuna search space
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 6 Feb 2025 01:19:05 +0000 (02:19 +0100)]
fix(qav3): properly size `label_period_candles`
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 5 Feb 2025 22:46:57 +0000 (23:46 +0100)]
fix(qav3): fix type definition in lgbm regressor
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 5 Feb 2025 21:29:58 +0000 (22:29 +0100)]
fix(qav3): reset df index after concat
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 5 Feb 2025 21:17:55 +0000 (22:17 +0100)]
refactor(qav3): add typing
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 5 Feb 2025 21:05:44 +0000 (22:05 +0100)]
feat: add HPO suppport to `label_period_candles`
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 5 Feb 2025 15:13:27 +0000 (16:13 +0100)]
perf(qav3): refine trailing stop loss configuration
Signed-off-by: Jérôme Benoit <jerome.benoit@sap.com>
Jérôme Benoit [Wed, 5 Feb 2025 14:02:58 +0000 (15:02 +0100)]
fix(qav3): fix trailing stop loss configuration
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 5 Feb 2025 13:56:14 +0000 (14:56 +0100)]
fix(qav3): fix trailing stop loss configuration
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 5 Feb 2025 13:42:56 +0000 (14:42 +0100)]
perf(qav3): active trailing stop loss at 1% profit
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 4 Feb 2025 17:58:04 +0000 (18:58 +0100)]
fix: properly init hyper band pruner
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 4 Feb 2025 17:44:37 +0000 (18:44 +0100)]
perf(qav3): use hyperband pruner
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 3 Feb 2025 15:37:58 +0000 (16:37 +0100)]
fix: cut&paste typo
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 3 Feb 2025 15:03:35 +0000 (16:03 +0100)]
refactor: use freqtrade training defaults
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 2 Feb 2025 18:23:44 +0000 (19:23 +0100)]
refactor(qav3): execute only the code neede during warmup
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 31 Jan 2025 17:25:28 +0000 (18:25 +0100)]
refactor: remove obsolete regressor
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 30 Jan 2025 21:38:19 +0000 (22:38 +0100)]
fix: fix qtpylib.keltner_channel() invocation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 30 Jan 2025 21:28:22 +0000 (22:28 +0100)]
feat: add psar and keltner channel width as features
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 30 Jan 2025 20:05:36 +0000 (21:05 +0100)]
perf: revert to weibull_min
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 29 Jan 2025 21:31:37 +0000 (22:31 +0100)]
refactor: cleanup uneeded intermediate variables
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 29 Jan 2025 20:41:29 +0000 (21:41 +0100)]
perf: remove uneeded dataframe copy
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 29 Jan 2025 19:49:29 +0000 (20:49 +0100)]
feat: add tunable for the candles history optuna lookup
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 29 Jan 2025 13:11:25 +0000 (14:11 +0100)]
docs: refine configuration template
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 29 Jan 2025 12:37:35 +0000 (13:37 +0100)]
fix: readd outlier_threshold default value
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 28 Jan 2025 22:31:07 +0000 (23:31 +0100)]
refactor: code cleanup
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 28 Jan 2025 21:37:00 +0000 (22:37 +0100)]
perf: use optuna to fine tune the train and test sets candles size
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 28 Jan 2025 10:33:47 +0000 (11:33 +0100)]
refactor: scipy weibull -> genextrem
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 27 Jan 2025 14:36:56 +0000 (15:36 +0100)]
perf: fine tune LightGBM optuna params
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 27 Jan 2025 12:39:11 +0000 (13:39 +0100)]
refactor: ensure metric rmse is used as LightGBM optuna metric
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 27 Jan 2025 12:29:41 +0000 (13:29 +0100)]
perf: refine optuna LightGBM model params
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 27 Jan 2025 11:40:55 +0000 (12:40 +0100)]
perf: fine tune optuna search space
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 27 Jan 2025 11:06:44 +0000 (12:06 +0100)]
perf: refine the candles window step search
The search space is increased, optuna will takes longer.
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 26 Jan 2025 17:47:28 +0000 (18:47 +0100)]
chore: refine template configuration
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 26 Jan 2025 17:35:41 +0000 (18:35 +0100)]
feat(qav3): expose more optuna tunables
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 26 Jan 2025 13:30:45 +0000 (14:30 +0100)]
refactor: cleanup optuna HPO implementation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 26 Jan 2025 13:24:10 +0000 (14:24 +0100)]
refactor: cleanup model parameters usage
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 26 Jan 2025 13:13:21 +0000 (14:13 +0100)]
fix(qav3): ensure disabling optuna_hyperopt match v3 behavior
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 26 Jan 2025 10:19:05 +0000 (11:19 +0100)]
fix(qav3): fix LGBM fit() invocation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 25 Jan 2025 22:52:40 +0000 (23:52 +0100)]
feat: add n_estimators to HPO
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 25 Jan 2025 21:22:39 +0000 (22:22 +0100)]
fix: fix docker container startup command
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 25 Jan 2025 21:01:42 +0000 (22:01 +0100)]
feat: add LightGBM regressor
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 25 Jan 2025 13:24:10 +0000 (14:24 +0100)]
fix: fine tune optuna trials number
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 25 Jan 2025 13:05:52 +0000 (14:05 +0100)]
feat: add learning_rate to HPO
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 25 Jan 2025 12:52:51 +0000 (13:52 +0100)]
feat: use XGBoost pruning call at training
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 25 Jan 2025 00:05:14 +0000 (01:05 +0100)]
fix: avoid error with optuna and no test set defined
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 24 Jan 2025 20:09:05 +0000 (21:09 +0100)]
chore(qav3): remove incorrect volume pair list config
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 22 Jan 2025 20:58:25 +0000 (21:58 +0100)]
chore(qav3): refine live retrain interval
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 22 Jan 2025 13:59:33 +0000 (14:59 +0100)]
chore: add .editorconfig for real
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
repositories / freqai-strategies.git / log
