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Piment Noir Git Repositories - freqai-strategies.git/log
Jérôme Benoit [Mon, 15 Sep 2025 00:15:24 +0000 (02:15 +0200)] 
fix(reforcexy): fix stacked observations shape
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 15 Sep 2025 00:09:01 +0000 (02:09 +0200)]
fix(reforcexy): proper frame stacking implementation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 14 Sep 2025 21:48:03 +0000 (23:48 +0200)]
perf(reforcexy): default optuna params for PPO to AdamW optimizer
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 14 Sep 2025 11:09:58 +0000 (13:09 +0200)]
perf(qav3): fine tune pivot labeling optimization
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 13 Sep 2025 23:04:09 +0000 (01:04 +0200)]
perf(qav3): recent pnl declining only condition a final stage trade exit
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 13 Sep 2025 18:28:36 +0000 (20:28 +0200)]
refactor: code cleanups
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 13 Sep 2025 17:50:40 +0000 (19:50 +0200)]
perf(qav3): sensible metric default for MO optimization
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 13 Sep 2025 16:47:03 +0000 (18:47 +0200)]
perf(qav3): use volatility at final stage trade exit conditions
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 13 Sep 2025 12:35:15 +0000 (14:35 +0200)]
refactor(reforcexy): refine log message
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 13 Sep 2025 12:18:50 +0000 (14:18 +0200)]
perf(reforcexy): refine reward calculation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 13 Sep 2025 00:18:06 +0000 (02:18 +0200)]
perf(reforcexy): fine tune reward calculation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 12 Sep 2025 20:42:56 +0000 (22:42 +0200)]
perf(qav3): fine tune pivot labeling optimization
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 12 Sep 2025 20:34:42 +0000 (22:34 +0200)]
perf(qav3): tune trade entry/exit confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 12 Sep 2025 17:26:41 +0000 (19:26 +0200)]
refactor(reforcexy): remove uneeded copy
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 12 Sep 2025 17:06:22 +0000 (19:06 +0200)]
perf(qav3): tune last trade exit condition
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 12 Sep 2025 15:37:31 +0000 (17:37 +0200)]
chore: refine code settings
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 12 Sep 2025 15:28:11 +0000 (17:28 +0200)]
docs(reforcexy): refine docstring
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 12 Sep 2025 13:12:26 +0000 (15:12 +0200)]
perf(reforcexy): enable per pair hyperopt in template
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 12 Sep 2025 12:42:38 +0000 (14:42 +0200)]
perf(qav3): fine tune pivot labeling optimization
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 11 Sep 2025 21:59:18 +0000 (23:59 +0200)]
perf(qav3): fine tune pivot labeling optimization
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 11 Sep 2025 10:38:08 +0000 (12:38 +0200)]
perf(qav3): fine tune pivot labeling optimization
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 10 Sep 2025 22:58:42 +0000 (00:58 +0200)]
refactor(docker-upgrade.sh): use command in more places
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 10 Sep 2025 22:36:03 +0000 (00:36 +0200)]
refactor(docker-upgrade.sh): use command in a few places
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 10 Sep 2025 22:29:14 +0000 (00:29 +0200)]
refactor(docker-upgrade.sh): cleanups
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 10 Sep 2025 20:53:12 +0000 (22:53 +0200)]
refactor(docker-upgrade.sh): cleanup variables namespace
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 10 Sep 2025 20:40:50 +0000 (22:40 +0200)]
refactor(docker-upgrade.sh): blank line cleanup
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 10 Sep 2025 20:36:17 +0000 (22:36 +0200)]
fix: avoid stale lock at docker image upgrade
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 10 Sep 2025 19:12:52 +0000 (21:12 +0200)]
fix(reforcexy): logic fix at step validation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 10 Sep 2025 18:43:05 +0000 (20:43 +0200)]
refactor(qav3): refine labeling configuration defaults
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 10 Sep 2025 17:36:20 +0000 (19:36 +0200)]
refactor(reforcexy): refine typing
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 10 Sep 2025 16:48:12 +0000 (18:48 +0200)]
refactor(reforcexy): safer type handling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 10 Sep 2025 15:12:29 +0000 (17:12 +0200)]
perf(qav3): fine tune pivots labeling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 10 Sep 2025 13:22:03 +0000 (15:22 +0200)]
fix(reforcexy): integer type casting on None
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 10 Sep 2025 13:19:44 +0000 (15:19 +0200)]
fix(reforcexy): integer type casting on None
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 10 Sep 2025 13:12:50 +0000 (15:12 +0200)]
fix(reforcexy): DQN model_params derivation from optuna params
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 9 Sep 2025 21:48:16 +0000 (23:48 +0200)]
perf(qav3): fine tune labeling optimization
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 9 Sep 2025 19:47:38 +0000 (21:47 +0200)]
docs(qav3): sensible defaults in configuration template
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 9 Sep 2025 16:35:16 +0000 (18:35 +0200)]
docs(reforcexy): refine docstring
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 9 Sep 2025 16:02:16 +0000 (18:02 +0200)]
docs(reforcexy): align make_env() docstring
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 9 Sep 2025 13:37:22 +0000 (15:37 +0200)]
perf(qav3): refine labeling optuna search space
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 9 Sep 2025 13:15:27 +0000 (15:15 +0200)]
feat(reforcexy): make tensorboard multi envs aware
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 9 Sep 2025 11:08:12 +0000 (13:08 +0200)]
perf(reforcexy): cache model params
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 9 Sep 2025 02:10:30 +0000 (04:10 +0200)]
perf(reforcexy): refine optuna search space validation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 9 Sep 2025 01:33:04 +0000 (03:33 +0200)]
Revert "perf(reforcexy): readd optuna params dependency properly"
This reverts commit
9effb70e5bb65ef14cec8a3ce1a884fc08e1d6b1.
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>
repositories / freqai-strategies.git / log
