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Piment Noir Git Repositories - freqai-strategies.git/log
Jérôme Benoit [Mon, 31 Mar 2025 21:07:54 +0000 (23:07 +0200)] 
chore(qav3): bump model version
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 31 Mar 2025 21:02:37 +0000 (23:02 +0200)]
Merge branch 'main' of git+ssh://git.piment-noir.org/freqai-strategies into perf/hpo_n_estimators
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 17:01:16 +0000 (19:01 +0200)]
chore(qav3): bump model version
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 31 Mar 2025 17:00:32 +0000 (19:00 +0200)]
Merge branch 'main' of git+ssh://git.piment-noir.org/freqai-strategies into perf/hpo_n_estimators
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 13:54:43 +0000 (15:54 +0200)]
Merge branch 'main' of git+ssh://git.piment-noir.org/freqai-strategies into perf/hpo_n_estimators
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 13:05:08 +0000 (14:05 +0100)]
Merge branch 'main' of git.piment-noir.org:freqai-strategies into perf/hpo_n_estimators
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>
Jérôme Benoit [Mon, 24 Mar 2025 09:52:27 +0000 (10:52 +0100)]
docs(qav3): docstring for ewo
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 24 Mar 2025 09:35:50 +0000 (10:35 +0100)]
refactor: factor out helper functions
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 23 Mar 2025 23:02:32 +0000 (00:02 +0100)]
refactor(qav3): factor out some code in a Utils.py file
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 23 Mar 2025 13:06:26 +0000 (14:06 +0100)]
refactor(qav3): cleanup price retracement indicator implementation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 23 Mar 2025 10:59:02 +0000 (11:59 +0100)]
refactor(qav3): prepare for prp feature integration
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 23 Mar 2025 10:55:54 +0000 (11:55 +0100)]
Merge branch 'main' of git.piment-noir.org:freqai-strategies into perf/hpo_n_estimators
Jérôme Benoit [Sun, 23 Mar 2025 10:32:07 +0000 (11:32 +0100)]
refactor(qav3): cleanup tcp implementation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 22 Mar 2025 18:46:01 +0000 (19:46 +0100)]
perf(qav3): fine tune SL/TP target computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 22 Mar 2025 11:31:09 +0000 (12:31 +0100)]
perf(qav3): logarithmic scale SL/TP target over trade duration
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 21 Mar 2025 19:18:01 +0000 (20:18 +0100)]
fix(qav3): fix ADX feature computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 21 Mar 2025 16:30:41 +0000 (17:30 +0100)]
refactor(qav3): cleanup python-ta-lib API usage
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 21 Mar 2025 12:27:29 +0000 (13:27 +0100)]
Merge branch 'main' of git.piment-noir.org:freqai-strategies into perf/hpo_n_estimators
Jérôme Benoit [Fri, 21 Mar 2025 12:20:32 +0000 (13:20 +0100)]
refactor(qav3): cleanup gaussian smoothing API
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 21 Mar 2025 11:42:27 +0000 (12:42 +0100)]
refactor(qav3): cleanup extrema smoothing code
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 21 Mar 2025 11:28:03 +0000 (12:28 +0100)]
fix(qav3): fix gaussian extrema smoothing
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 21 Mar 2025 10:58:25 +0000 (11:58 +0100)]
refactor(qav3): cleanup extrema smoothing API
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 21 Mar 2025 10:41:57 +0000 (11:41 +0100)]
Merge branch 'main' of git.piment-noir.org:freqai-strategies into perf/hpo_n_estimators
Jérôme Benoit [Fri, 21 Mar 2025 04:31:31 +0000 (05:31 +0100)]
fix(qav3): fix dataframe NaN check
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 21 Mar 2025 04:24:47 +0000 (05:24 +0100)]
Merge branch 'main' of git+ssh://git.piment-noir.org/freqai-strategies into perf/hpo_n_estimators
Jérôme Benoit [Fri, 21 Mar 2025 04:21:34 +0000 (05:21 +0100)]
docs(qav3): refine labeling_window.txt
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 21 Mar 2025 03:42:59 +0000 (04:42 +0100)]
Merge branch 'main' of git+ssh://git.piment-noir.org/freqai-strategies into perf/hpo_n_estimators
Jérôme Benoit [Fri, 21 Mar 2025 03:41:47 +0000 (04:41 +0100)]
perf(qav3): fine tune n_estimators HPO step
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 21 Mar 2025 03:38:09 +0000 (04:38 +0100)]
perf(qav3): fine tune SL/TP computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 20 Mar 2025 15:20:09 +0000 (16:20 +0100)]
Merge branch 'main' of git+ssh://git.piment-noir.org/freqai-strategies into perf/hpo_n_estimators
Jérôme Benoit [Thu, 20 Mar 2025 15:19:28 +0000 (16:19 +0100)]
docs: refine labeling window documentatin
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 20 Mar 2025 14:54:59 +0000 (15:54 +0100)]
Merge branch 'main' of git+ssh://git.piment-noir.org/freqai-strategies into feat/DSL_DTP
Jérôme Benoit [Thu, 20 Mar 2025 14:51:56 +0000 (15:51 +0100)]
refactor(qav3): add tunable to extrema smoothing window
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 20 Mar 2025 11:47:32 +0000 (12:47 +0100)]
feat(qav3): make SL/TP labeling window aware
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 20 Mar 2025 09:34:33 +0000 (10:34 +0100)]
perf(qav3): add n_estimators to HPO
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 20 Mar 2025 09:11:30 +0000 (10:11 +0100)]
refactor(qav3): factor out trade candle getter
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 20 Mar 2025 03:42:51 +0000 (04:42 +0100)]
fix(qav3): properly validate SL/TP targets
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 19 Mar 2025 19:49:24 +0000 (20:49 +0100)]
fix(qav3): ensure stoploss distance is never zero
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 19 Mar 2025 17:44:01 +0000 (18:44 +0100)]
fix(qav3): ensure stoploss trails from the current price
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 19 Mar 2025 14:41:53 +0000 (15:41 +0100)]
refactor(qav3): refine None/NaN checks
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 19 Mar 2025 14:06:24 +0000 (15:06 +0100)]
fix(qav3): fix natr value check
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 19 Mar 2025 10:09:36 +0000 (11:09 +0100)]
fix(qav3): revert to previous SL/TP behaviour
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 19 Mar 2025 02:02:29 +0000 (03:02 +0100)]
fix(qav3): revert to fixed stoploss distance
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 19 Mar 2025 01:30:03 +0000 (02:30 +0100)]
refactor(qav3): code cleanups
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 19 Mar 2025 00:50:18 +0000 (01:50 +0100)]
docs(qav3): refine docstring
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 18 Mar 2025 23:41:10 +0000 (00:41 +0100)]
refactor(qav3): add some tunable for custom dynamic stoploss
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 18 Mar 2025 22:43:58 +0000 (23:43 +0100)]
perf(qav3): compute trade natr only if needed
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 18 Mar 2025 22:03:01 +0000 (23:03 +0100)]
fix(qav3): use right helper to set/key custom trade entries
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 18 Mar 2025 21:24:22 +0000 (22:24 +0100)]
refactor(qav3): make dynamic SL/TP symmetric again
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 18 Mar 2025 20:40:35 +0000 (21:40 +0100)]
refactor(qav3): cleanups
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 18 Mar 2025 20:28:42 +0000 (21:28 +0100)]
fix(qav3): ensure SL/TP follows market conditions
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 18 Mar 2025 16:13:10 +0000 (17:13 +0100)]
fix(qav3): look-ahead bias in top_change_percent()
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 18 Mar 2025 15:21:31 +0000 (16:21 +0100)]
refactor(qav3): factor out trade candle extraction
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 18 Mar 2025 13:03:22 +0000 (14:03 +0100)]
docs(qav3): refine code comment
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 18 Mar 2025 12:51:44 +0000 (13:51 +0100)]
fix(qav3): fix zlewma computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 17 Mar 2025 23:52:35 +0000 (00:52 +0100)]
refactor(qav3): code formatting
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 17 Mar 2025 22:33:36 +0000 (23:33 +0100)]
refactor(qav3): cleanup dynamic SL/TP API
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 17 Mar 2025 15:52:49 +0000 (16:52 +0100)] 
fix(qav3): fine tune protections to the predictions fitting period
Signed-off-by: Jérôme Benoit <jerome.benoit@sap.com>
Jérôme Benoit [Mon, 17 Mar 2025 12:42:23 +0000 (13:42 +0100)]
refactor(qav3): add versionning
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 16 Mar 2025 21:15:12 +0000 (22:15 +0100)]
refactor(reforcexy): cleanups
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 16 Mar 2025 19:34:14 +0000 (20:34 +0100)]
refactor(qav3): cleanup stoploss distance computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 16 Mar 2025 18:44:57 +0000 (19:44 +0100)]
fix(qav3): rely on custom stoploss for trailing stop
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 16 Mar 2025 17:12:07 +0000 (18:12 +0100)]
refactor(qav3): cleanup duplicated variable
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 16 Mar 2025 16:52:18 +0000 (17:52 +0100)]
refactor(qav3): cleanup
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 16 Mar 2025 16:18:25 +0000 (17:18 +0100)]
fix(qav3): handle futures in dynamic SL and TP
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 16 Mar 2025 12:53:58 +0000 (13:53 +0100)]
refactor(qa3): code cleanup
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 16 Mar 2025 12:41:13 +0000 (13:41 +0100)]
fix(qav3): fix trailing stop loss configuration, take 2
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 16 Mar 2025 12:39:44 +0000 (13:39 +0100)]
fix(qav3): fix trailing stop loss configuration
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 16 Mar 2025 12:19:08 +0000 (13:19 +0100)]
refactor(qav3): remove support from dynamic SL computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 16 Mar 2025 11:52:51 +0000 (12:52 +0100)]
fix(qav3): fix wrong Trade object property access
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 16 Mar 2025 11:45:56 +0000 (12:45 +0100)]
feat(qav3): add dynamic SL and TP logic
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 15 Mar 2025 19:07:48 +0000 (20:07 +0100)]
refactor: do not cast Path to str
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 15 Mar 2025 16:27:20 +0000 (17:27 +0100)]
refactor: refine a test
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
repositories / freqai-strategies.git / log
