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3 weeks agoperf(qav3): disable stoploss guard protection
Jérôme Benoit [Sat, 2 Aug 2025 14:31:05 +0000 (16:31 +0200)] 
perf(qav3): disable stoploss guard protection

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agorefactor(qav3): add a few input guards
Jérôme Benoit [Sat, 2 Aug 2025 13:29:46 +0000 (15:29 +0200)] 
refactor(qav3): add a few input guards

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agorefactor(qav3): factor out duplicated code
Jérôme Benoit [Sat, 2 Aug 2025 12:29:31 +0000 (14:29 +0200)] 
refactor(qav3): factor out duplicated code

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agoperf(qav3): refine sloploss guard configuration
Jérôme Benoit [Sat, 2 Aug 2025 10:39:34 +0000 (12:39 +0200)] 
perf(qav3): refine sloploss guard configuration

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agoperf(qav3): make trade entry confirmation boundaries more volatility
Jérôme Benoit [Fri, 1 Aug 2025 21:36:17 +0000 (23:36 +0200)] 
perf(qav3): make trade entry confirmation boundaries more volatility
aware

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agoperf(qav3): refine trade entry confirmation boudaries
Jérôme Benoit [Fri, 1 Aug 2025 18:52:27 +0000 (20:52 +0200)] 
perf(qav3): refine trade entry confirmation boudaries

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agoperf(qav3): refine trade entry confirmation boudaries
Jérôme Benoit [Fri, 1 Aug 2025 15:41:15 +0000 (17:41 +0200)] 
perf(qav3): refine trade entry confirmation boudaries

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agoperf(qav3): refine trade entry confirmations boundaries
Jérôme Benoit [Fri, 1 Aug 2025 12:24:38 +0000 (14:24 +0200)] 
perf(qav3): refine trade entry confirmations boundaries

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agochore(qav3): bump versions
Jérôme Benoit [Fri, 1 Aug 2025 00:08:01 +0000 (02:08 +0200)] 
chore(qav3): bump versions

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agofix(qav3): revert thresholding logic change
Jérôme Benoit [Fri, 1 Aug 2025 00:06:38 +0000 (02:06 +0200)] 
fix(qav3): revert thresholding logic change

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agofix(qav3): thresholding logic for trade entry
Jérôme Benoit [Thu, 31 Jul 2025 23:29:14 +0000 (01:29 +0200)] 
fix(qav3): thresholding logic for trade entry

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agoperf(qav3): refine trade entry confirmation logic around last candle WCL
Jérôme Benoit [Thu, 31 Jul 2025 22:12:39 +0000 (00:12 +0200)] 
perf(qav3): refine trade entry confirmation logic around last candle WCL

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agofix(qav3): do not exit trade because a unique outlier
Jérôme Benoit [Thu, 31 Jul 2025 18:03:12 +0000 (20:03 +0200)] 
fix(qav3): do not exit trade because a unique outlier

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agorefactor(qav3): type cast some tunables
Jérôme Benoit [Thu, 31 Jul 2025 16:37:31 +0000 (18:37 +0200)] 
refactor(qav3): type cast some tunables

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agofix(qav3): pivot confirmation logic at labeling
Jérôme Benoit [Thu, 31 Jul 2025 16:22:39 +0000 (18:22 +0200)] 
fix(qav3): pivot confirmation logic at labeling

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agoperf(qav3): base TP/SL natr ratio on fibo extension/retracement ratios
Jérôme Benoit [Thu, 31 Jul 2025 16:16:35 +0000 (18:16 +0200)] 
perf(qav3): base TP/SL natr ratio on fibo extension/retracement ratios

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agofix(qav3): adapt trade entry confirmation to thresholding logic change
Jérôme Benoit [Wed, 30 Jul 2025 17:19:28 +0000 (19:19 +0200)] 
fix(qav3): adapt trade entry confirmation to thresholding logic change

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agofix(qav3): soft extremum computation
Jérôme Benoit [Wed, 30 Jul 2025 13:54:17 +0000 (15:54 +0200)] 
fix(qav3): soft extremum computation

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agofix(qav3): fix soft extremum computation logic
Jérôme Benoit [Wed, 30 Jul 2025 11:22:53 +0000 (13:22 +0200)] 
fix(qav3): fix soft extremum computation logic

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agoperf(qav3): fine tune defaults after trade entry logic change
Jérôme Benoit [Wed, 30 Jul 2025 10:06:58 +0000 (12:06 +0200)] 
perf(qav3): fine tune defaults after trade entry logic change

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agofix(qav3): sensible default prediction_thresholds_alpha value, take 3
Jérôme Benoit [Wed, 30 Jul 2025 00:37:42 +0000 (02:37 +0200)] 
fix(qav3): sensible default prediction_thresholds_alpha value, take 3

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agofix(qav3): thresholding computation fixes
Jérôme Benoit [Wed, 30 Jul 2025 00:23:42 +0000 (02:23 +0200)] 
fix(qav3): thresholding computation fixes

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agofix(qav3): sensible default prediction_thresholds_alpha value, take 2
Jérôme Benoit [Tue, 29 Jul 2025 23:58:52 +0000 (01:58 +0200)] 
fix(qav3): sensible default prediction_thresholds_alpha value, take 2

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agofix(qav3): sensible default prediction_thresholds_alpha value
Jérôme Benoit [Tue, 29 Jul 2025 23:46:06 +0000 (01:46 +0200)] 
fix(qav3): sensible default prediction_thresholds_alpha value

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agofix(qav3): stricter trade entry confirmation
Jérôme Benoit [Tue, 29 Jul 2025 23:21:03 +0000 (01:21 +0200)] 
fix(qav3): stricter trade entry confirmation

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agofix(qav3): default thresholds smoothing between the mean and the max/min
Jérôme Benoit [Tue, 29 Jul 2025 23:15:10 +0000 (01:15 +0200)] 
fix(qav3): default thresholds smoothing between the mean and the max/min

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agoperf(qav3): defaut thresholds ratio to 1
Jérôme Benoit [Tue, 29 Jul 2025 21:00:18 +0000 (23:00 +0200)] 
perf(qav3): defaut thresholds ratio to 1

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agofix(qav3): compute prediction thresholds based on detected extrema
Jérôme Benoit [Tue, 29 Jul 2025 20:37:28 +0000 (22:37 +0200)] 
fix(qav3): compute prediction thresholds based on detected extrema

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agofix(qav3): fix common_min_max() call
Jérôme Benoit [Tue, 29 Jul 2025 19:18:26 +0000 (21:18 +0200)] 
fix(qav3): fix common_min_max() call

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agofeat(qav3): add more predictions thresholding methods
Jérôme Benoit [Tue, 29 Jul 2025 19:05:28 +0000 (21:05 +0200)] 
feat(qav3): add more predictions thresholding methods

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agochore(qav3): bump versions
Jérôme Benoit [Tue, 29 Jul 2025 15:59:35 +0000 (17:59 +0200)] 
chore(qav3): bump versions

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agoperf(qav3): shorten predictions period for thresholds
Jérôme Benoit [Tue, 29 Jul 2025 15:52:15 +0000 (17:52 +0200)] 
perf(qav3): shorten predictions period for thresholds

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agoperf(qav3): revert commit 81440b2
Jérôme Benoit [Tue, 29 Jul 2025 14:19:04 +0000 (16:19 +0200)] 
perf(qav3): revert commit 81440b2

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agochore(qav3): bump versions
Jérôme Benoit [Tue, 29 Jul 2025 13:54:07 +0000 (15:54 +0200)] 
chore(qav3): bump versions

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
3 weeks agoperf(qav3): use less noise sensitive trade entries thresholding
Jérôme Benoit [Tue, 29 Jul 2025 13:52:14 +0000 (15:52 +0200)] 
perf(qav3): use less noise sensitive trade entries thresholding

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
4 weeks agoperf(qav3): soften SL at partial trade exiting
Jérôme Benoit [Sun, 27 Jul 2025 12:35:26 +0000 (14:35 +0200)] 
perf(qav3): soften SL at partial trade exiting

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
4 weeks agoperf(qav3): stricter pivots validation
Jérôme Benoit [Sat, 26 Jul 2025 10:35:40 +0000 (12:35 +0200)] 
perf(qav3): stricter pivots validation

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
4 weeks agoperf(qav3): soften SL at partial trade exit
Jérôme Benoit [Fri, 25 Jul 2025 13:48:41 +0000 (15:48 +0200)] 
perf(qav3): soften SL at partial trade exit

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
4 weeks agoperf(qav3): less strict trade entry confirmation
Jérôme Benoit [Thu, 24 Jul 2025 09:02:22 +0000 (11:02 +0200)] 
perf(qav3): less strict trade entry confirmation

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
4 weeks agorefactor(qav3): coding style alignment
Jérôme Benoit [Mon, 21 Jul 2025 22:11:46 +0000 (00:11 +0200)] 
refactor(qav3): coding style alignment

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
4 weeks agofix(qav3): position adjusment enablement/disablement
Jérôme Benoit [Mon, 21 Jul 2025 18:39:17 +0000 (20:39 +0200)] 
fix(qav3): position adjusment enablement/disablement

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
4 weeks agoperf(qav3): make SL a bit more agressive when partial TP targets are
Jérôme Benoit [Mon, 21 Jul 2025 17:46:50 +0000 (19:46 +0200)] 
perf(qav3): make SL a bit more agressive when partial TP targets are
reached

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
4 weeks agofix(qav3): revert incorrect partial profit securisation logic
Jérôme Benoit [Mon, 21 Jul 2025 13:28:06 +0000 (15:28 +0200)] 
fix(qav3): revert incorrect partial profit securisation logic

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
4 weeks agorefactor(reforcexy): improve logging messages
Jérôme Benoit [Mon, 21 Jul 2025 11:58:03 +0000 (13:58 +0200)] 
refactor(reforcexy): improve logging messages

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
4 weeks agorefactor(reforcexy): cleanup eval_freq computation
Jérôme Benoit [Mon, 21 Jul 2025 11:39:12 +0000 (13:39 +0200)] 
refactor(reforcexy): cleanup eval_freq computation

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
4 weeks agorefactor(reforcexy): cleanup eval_freq computation
Jérôme Benoit [Mon, 21 Jul 2025 11:35:03 +0000 (13:35 +0200)] 
refactor(reforcexy): cleanup eval_freq computation

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
4 weeks agorefactor(qav3): cleanup trade exiting code
Jérôme Benoit [Mon, 21 Jul 2025 11:05:31 +0000 (13:05 +0200)] 
refactor(qav3): cleanup trade exiting code

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
4 weeks agofix(qav3): ensure securing partial exit profit act as a SL
Jérôme Benoit [Mon, 21 Jul 2025 10:22:59 +0000 (12:22 +0200)] 
fix(qav3): ensure securing partial exit profit act as a SL

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
4 weeks agorefactor: silence typing warnings
Jérôme Benoit [Sun, 20 Jul 2025 21:58:18 +0000 (23:58 +0200)] 
refactor: silence typing warnings

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
5 weeks agorefactor(qav3): silence type warning
Jérôme Benoit [Sun, 20 Jul 2025 21:36:48 +0000 (23:36 +0200)] 
refactor(qav3): silence type warning

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
5 weeks agofix(reforcexy): fix total steps computation
Jérôme Benoit [Sun, 20 Jul 2025 18:12:50 +0000 (20:12 +0200)] 
fix(reforcexy): fix total steps computation

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
5 weeks agochore(qav3): bump strategy version
Jérôme Benoit [Sun, 20 Jul 2025 17:36:48 +0000 (19:36 +0200)] 
chore(qav3): bump strategy version

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
5 weeks agoperf(qav3): compute the secure take profit price from the partial exit
Jérôme Benoit [Sun, 20 Jul 2025 17:34:50 +0000 (19:34 +0200)] 
perf(qav3): compute the secure take profit price from the partial exit
stages

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
5 weeks agoperf(qav3): wider HPO search space for n_estimators
Jérôme Benoit [Sun, 20 Jul 2025 09:04:20 +0000 (11:04 +0200)] 
perf(qav3): wider HPO search space for n_estimators

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
5 weeks agofeat(qav3): partial trade exiting (#2)
Jérôme Benoit [Sat, 19 Jul 2025 21:52:31 +0000 (23:52 +0200)] 
feat(qav3): partial trade exiting (#2)

* feat: partial trade exiting

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* chore(qav3): bump strategy version

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* fix(qav3): fix final trade exiting conditions

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
)#

* fix(qav3): ensure the trade securisation tunable can't be wrongly
triggered

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* chore: fine tune default trade secure percent

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* refactor(qav3): ensure custom_exit() return

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
---------

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
5 weeks agochore: bump model version
Jérôme Benoit [Sat, 19 Jul 2025 19:29:00 +0000 (21:29 +0200)] 
chore: bump model version

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
5 weeks agoMerge pull request #3 from jerome-benoit/perf/hpo_n_estimators
Jérôme Benoit [Sat, 19 Jul 2025 19:26:08 +0000 (21:26 +0200)] 
Merge pull request #3 from jerome-benoit/perf/hpo_n_estimators

perf(qav3): add n_estimators to HPO

5 weeks agoMerge branch 'main' of github.com:jerome-benoit/freqai-strategies into perf/hpo_n_est...
Jérôme Benoit [Sat, 19 Jul 2025 19:15:51 +0000 (21:15 +0200)] 
Merge branch 'main' of github.com:jerome-benoit/freqai-strategies into perf/hpo_n_estimators

5 weeks agorefactor(qav3): trivial code cleanups
Jérôme Benoit [Sat, 19 Jul 2025 19:13:52 +0000 (21:13 +0200)] 
refactor(qav3): trivial code cleanups

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
5 weeks agorefactor: trivial code cleanup
Jérôme Benoit [Sat, 19 Jul 2025 19:09:14 +0000 (21:09 +0200)] 
refactor: trivial code cleanup

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
5 weeks agoMerge branch 'main' of github.com:jerome-benoit/freqai-strategies into perf/hpo_n_est...
Jérôme Benoit [Sat, 19 Jul 2025 19:06:12 +0000 (21:06 +0200)] 
Merge branch 'main' of github.com:jerome-benoit/freqai-strategies into perf/hpo_n_estimators

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
5 weeks agorefactor(qav3): cleanup SL/TP price computation API
Jérôme Benoit [Sat, 19 Jul 2025 14:56:12 +0000 (16:56 +0200)] 
refactor(qav3): cleanup SL/TP price computation API

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
5 weeks agoperf(qav3): use last candle WCL at trade entry confirmation
Jérôme Benoit [Thu, 17 Jul 2025 21:54:46 +0000 (23:54 +0200)] 
perf(qav3): use last candle WCL at trade entry confirmation

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
5 weeks agorefactor(qav3): differentiate candles step for training and labeling
Jérôme Benoit [Thu, 17 Jul 2025 15:44:21 +0000 (17:44 +0200)] 
refactor(qav3): differentiate candles step for training and labeling

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
5 weeks agoperf(qav3): finer grained NATR periods exploration at pivots optimization
Jérôme Benoit [Thu, 17 Jul 2025 15:25:22 +0000 (17:25 +0200)] 
perf(qav3): finer grained NATR periods exploration at pivots optimization

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
5 weeks agorefactor(qav3): reorder extrema plotting
Jérôme Benoit [Wed, 16 Jul 2025 19:04:00 +0000 (21:04 +0200)] 
refactor(qav3): reorder extrema plotting

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
7 weeks agorefactor(qav3): cleanup magic numbers handling
Jérôme Benoit [Thu, 3 Jul 2025 10:00:13 +0000 (12:00 +0200)] 
refactor(qav3): cleanup magic numbers handling

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
8 weeks agoperf(qav3): stricter trade entry confirmation
Jérôme Benoit [Sun, 29 Jun 2025 11:18:14 +0000 (13:18 +0200)] 
perf(qav3): stricter trade entry confirmation

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
8 weeks agochore: align docker-compose.xml
Jérôme Benoit [Sat, 28 Jun 2025 20:23:11 +0000 (22:23 +0200)] 
chore: align docker-compose.xml

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
8 weeks agorefactor(qav3): ensure timezone is synced with the host
Jérôme Benoit [Sat, 28 Jun 2025 14:42:03 +0000 (16:42 +0200)] 
refactor(qav3): ensure timezone is synced with the host

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
8 weeks agochore: add CODEOWNERS file
Jérôme Benoit [Fri, 27 Jun 2025 21:15:09 +0000 (23:15 +0200)] 
chore: add CODEOWNERS file

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
8 weeks agofix(qav3): properly propagate expansion_factor tunable
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>
8 weeks agorefactor(qav3): add HPO search space expansion as a tunable
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>
8 weeks agorefactor(qav3): remove ewma smoothing, introduce time decay
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>
8 weeks agorefactor(qav3): refine typing
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>
8 weeks agorefactor(qav3): refine typing
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>
2 months agoperf(qav3): stricter # of pivots condition at models training
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>
2 months agorefactor(qav3): default MO to standardized euclideam metric in more places
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>
2 months agorefactor(qav3): refine typing
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>
2 months agorefactor(qav3): simplify candle pool caching
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>
2 months agorefactor(qav3): add clause guard at candle pool handling
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>
2 months agofix(qav3): fix again candle pool full caching
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>
2 months agoperf(qav3): readd properly some caching
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>
2 months agofix(qav3): revert candle pool cache until issues are solved
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>
2 months agorefactor(qav3): refine warning message format
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>
2 months agofix(qav3): fix incorrect lru caching usage
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>
2 months agofix(qav3): reinit candle pool instead if empty instead of raising error
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>
2 months agoperf: add some caching on computation helpers
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>
2 months agorefactor: cleanup error handling
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>
2 months agorefactor(qav3): align error messages
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>
2 months agoperf(qav3): reduce HPO search space over time
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>
2 months agofix(qav3): kmeans MO selection clause guard on the number of samples
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>
2 months agofeat(qav3): add scipy kmeans2 support to MO trial selection
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>
2 months agorefactor: refine typing
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>
2 months agorefactor: refine typing
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>
2 months agorefactor(qav3): refine typing
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>
2 months agorefactor(qav3): add another default setting for pivots labeling targeted
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>
2 months agorefactor(qav3): factor out series -> ndarray
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>
2 months agorefactor(qav3): add another sensible pivot labeling default for swing
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>
2 months agorefactor(qav3): remove unneeded integer division
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>