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Piment Noir Git Repositories - freqai-strategies.git/log
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>
Jérôme Benoit [Fri, 15 Aug 2025 22:53:38 +0000 (00:53 +0200)]
refactor(qav3): factor out reversal confirmation logic
and make it smarter
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 15 Aug 2025 20:15:24 +0000 (22:15 +0200)]
refactor(qav3): make thresholding computation API more generic
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 15 Aug 2025 18:13:28 +0000 (20:13 +0200)]
perf(qav3): lightly stricter trade entry confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 15 Aug 2025 17:29:32 +0000 (19:29 +0200)]
perf(qav3): go back to risk/reward ratio matching 4th fibonacci
retracement level
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 12 Aug 2025 15:29:23 +0000 (17:29 +0200)]
fix(qav3): default label_period_candles value
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 12 Aug 2025 15:15:05 +0000 (17:15 +0200)]
perf(qav3): refine protections tuning
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 11 Aug 2025 18:14:07 +0000 (20:14 +0200)]
chore(qav3): store trade exit stage with TP price for constants
optimization
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 11 Aug 2025 16:15:21 +0000 (18:15 +0200)]
perf(qav3): tune trade entry confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 11 Aug 2025 11:53:32 +0000 (13:53 +0200)]
fix(qav3): do not tighten stoploss prematurely
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 10 Aug 2025 21:59:44 +0000 (23:59 +0200)]
docs(qav3): refine docstring
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 10 Aug 2025 20:11:29 +0000 (22:11 +0200)]
perf(qav3): fine tune pivots labeling optuna search space
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 10 Aug 2025 15:06:14 +0000 (17:06 +0200)]
fix(reforcexy): revert Actions usage in strategy
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 10 Aug 2025 15:00:25 +0000 (17:00 +0200)]
chore: improve typing
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 10 Aug 2025 13:56:00 +0000 (15:56 +0200)]
fix(reforcexy): fix tensorboard take_profit plotting
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 10 Aug 2025 11:52:35 +0000 (13:52 +0200)]
perf(qav3): shorten labeling NATR period
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 9 Aug 2025 20:16:50 +0000 (22:16 +0200)]
fix(qav3): class method vs. static method
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 9 Aug 2025 19:59:48 +0000 (21:59 +0200)]
perf(qav3): tune trade final exit condition
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 9 Aug 2025 17:39:47 +0000 (19:39 +0200)]
perf(qav3): code optimization
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 9 Aug 2025 15:46:18 +0000 (17:46 +0200)]
refactor(qav3): refine debug log message
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 9 Aug 2025 15:19:13 +0000 (17:19 +0200)]
perf(qav3): switch to probabilitic thresholding for trade final exit
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 8 Aug 2025 22:54:15 +0000 (00:54 +0200)]
fix(qav3): final stage trade exit logic
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 8 Aug 2025 22:32:59 +0000 (00:32 +0200)]
perf(qav3): code optimizations
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 8 Aug 2025 21:01:05 +0000 (23:01 +0200)]
chore(qav3): bump strategy version
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 8 Aug 2025 20:59:42 +0000 (22:59 +0200)]
fix(qav3): account for executed succesfully orders for trade exit stage
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 8 Aug 2025 20:27:09 +0000 (22:27 +0200)]
fix(qav3): fix mishandling of partial exits cancellation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 8 Aug 2025 17:31:20 +0000 (19:31 +0200)]
fix(qav3): handle trailing zeros properly at number formatting
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 8 Aug 2025 15:49:08 +0000 (17:49 +0200)]
refactor(qav3): remove unneeded intermediate variable
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 8 Aug 2025 15:43:13 +0000 (17:43 +0200)]
refactor(qav3): direction -> trade_direction
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 8 Aug 2025 15:34:53 +0000 (17:34 +0200)]
refactor(qav3): enter_tag -> direction
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 8 Aug 2025 15:16:23 +0000 (17:16 +0200)]
docs: refine README
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 8 Aug 2025 14:27:43 +0000 (16:27 +0200)]
refactor(qav3): add log message for predictions outlier detection
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 8 Aug 2025 13:58:12 +0000 (15:58 +0200)]
refactor(qav3): refine log messages
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 8 Aug 2025 13:33:13 +0000 (15:33 +0200)]
Revert "refactor(qav3): better number formatting in log messages"
This reverts commit
4f3ffef9d4cacf1f3e959fd1469f34edef22d41a.
Jérôme Benoit [Fri, 8 Aug 2025 12:32:15 +0000 (14:32 +0200)]
refactor(qav3): better number formatting in log messages
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 8 Aug 2025 12:18:01 +0000 (14:18 +0200)]
refactor(qav3): format number with 5 significant digits
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 8 Aug 2025 12:14:46 +0000 (14:14 +0200)]
perf(qav3): fine tune trade final exit conditions
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 8 Aug 2025 11:28:15 +0000 (13:28 +0200)]
fix(qav3): missing import
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 7 Aug 2025 21:25:05 +0000 (23:25 +0200)]
perf(qav3): tune trade final exit conditions, take ?
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 7 Aug 2025 20:30:40 +0000 (22:30 +0200)]
perf(qav3): refine final trade exit conditions
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 7 Aug 2025 20:07:29 +0000 (22:07 +0200)]
perf(qav3): fine tune trade final exit conditions
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 7 Aug 2025 19:05:15 +0000 (21:05 +0200)]
fix(qav3): format number properly in log messages
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 7 Aug 2025 17:46:03 +0000 (19:46 +0200)]
perf(qav3): dynamic thresholding for trade final exit conditions
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 7 Aug 2025 16:01:10 +0000 (18:01 +0200)]
perf(qav3): make last trade exit more reactive to pnl momentum
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 7 Aug 2025 12:33:04 +0000 (14:33 +0200)]
fix(qav3): pnl momentum computation
and outliers counting during a trade
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 6 Aug 2025 20:04:01 +0000 (22:04 +0200)]
refactor(qav3): move extrema smoothing code to utils
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 6 Aug 2025 18:21:46 +0000 (20:21 +0200)]
fix(reforcexy): overzealous import cleanup
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 6 Aug 2025 17:46:25 +0000 (19:46 +0200)]
refactor(qav3): utils function namespace alignment
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 6 Aug 2025 17:37:53 +0000 (19:37 +0200)]
refactor(qav3): share common code between freqai model and strategy
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 6 Aug 2025 15:20:01 +0000 (17:20 +0200)]
fix(qav3): ensure last stage trade exit conditions account for last
price target
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 6 Aug 2025 12:49:48 +0000 (14:49 +0200)]
refactor(qav3): refactor trade entry/exit threshold computation code
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 6 Aug 2025 10:14:40 +0000 (12:14 +0200)]
docs: refine README
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 5 Aug 2025 23:32:49 +0000 (01:32 +0200)]
refactor(qav3): typo in variable name
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 5 Aug 2025 23:19:35 +0000 (01:19 +0200)]
perf(qav3): use 5th fibonacci retracement level for SL
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 5 Aug 2025 22:58:46 +0000 (00:58 +0200)]
perf(qav3): make trade pnl momentum computation volatility aware
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 5 Aug 2025 21:47:07 +0000 (23:47 +0200)]
perf(qav3): try to let the profit run on the final trade exit conditions
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 5 Aug 2025 10:59:41 +0000 (12:59 +0200)]
perf(qav3): fine tune trade entry/exit reversal confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 4 Aug 2025 17:02:43 +0000 (19:02 +0200)]
perf(qav3): fine tune trade entry/exit reversal confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 4 Aug 2025 16:21:20 +0000 (18:21 +0200)]
refactor(qav3): improve error logging
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 4 Aug 2025 12:12:43 +0000 (14:12 +0200)]
perf(qav3): fine tune trade entry/exit reversal confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 4 Aug 2025 11:43:51 +0000 (13:43 +0200)]
perf(qav3): stricter trade entry/exit reversal confirmation threshold
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 3 Aug 2025 23:42:31 +0000 (01:42 +0200)]
fix(qav3): invalid optimization best params not reused at warm start
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 3 Aug 2025 21:29:49 +0000 (23:29 +0200)]
refactor(qav3): make method static
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 3 Aug 2025 20:54:22 +0000 (22:54 +0200)]
perf(qav3): improve trade entry/exit confirmation heuristic
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 3 Aug 2025 17:18:35 +0000 (19:18 +0200)]
chore(qav3): bump strategy version
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 3 Aug 2025 17:15:46 +0000 (19:15 +0200)]
perf(qav3): use price action breakout for trade entry/exit on signal
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 3 Aug 2025 12:53:24 +0000 (14:53 +0200)]
perf(qav3): readd stoploss guard protection with sensible configuration
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 2 Aug 2025 18:50:51 +0000 (20:50 +0200)]
perf(qav3): tune protections and trade entry confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 2 Aug 2025 15:35:06 +0000 (17:35 +0200)]
refactor(reforcexy): cleanups
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
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>
repositories / freqai-strategies.git / log
