From 09c9d3e1d6b0f77a15269fd2e122301e3f522a89 Mon Sep 17 00:00:00 2001 From: =?utf8?q?J=C3=A9r=C3=B4me=20Benoit?= Date: Thu, 17 Jul 2025 17:25:22 +0200 Subject: [PATCH] perf(qav3): finer grained NATR periods exploration at pivots optimization MIME-Version: 1.0 Content-Type: text/plain; charset=utf8 Content-Transfer-Encoding: 8bit Signed-off-by: Jérôme Benoit --- quickadapter/user_data/config-template.json | 2 +- .../user_data/freqaimodels/QuickAdapterRegressorV3.py | 8 ++++---- quickadapter/user_data/strategies/QuickAdapterV3.py | 2 +- 3 files changed, 6 insertions(+), 6 deletions(-) diff --git a/quickadapter/user_data/config-template.json b/quickadapter/user_data/config-template.json index d97a649..66dec2b 100644 --- a/quickadapter/user_data/config-template.json +++ b/quickadapter/user_data/config-template.json @@ -126,7 +126,7 @@ "n_jobs": 6, "n_trials": 36, "timeout": 7200, - "candles_step": 10, + "candles_step": 4, "storage": "file" }, "extra_returns_per_train": { diff --git a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py index 12519a5..d3f719a 100644 --- a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py +++ b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py @@ -66,7 +66,7 @@ class QuickAdapterRegressorV3(BaseRegressionModel): "n_startup_trials": 15, "n_trials": 36, "timeout": 7200, - "candles_step": 10, + "candles_step": 4, "expansion_factor": 0.4, "seed": 1, } @@ -518,7 +518,7 @@ class QuickAdapterRegressorV3(BaseRegressionModel): label_period_candles: int, ) -> tuple[float, float]: temperature = float( - self.freqai_info.get("prediction_thresholds_temperature", 280.0) + self.freqai_info.get("prediction_thresholds_temperature", 300.0) ) extrema = pred_df.get(EXTREMA_COLUMN).iloc[ -( @@ -1661,7 +1661,7 @@ def label_objective( candles_step, ) max_label_period_candles: int = round_to_nearest_int( - max(fit_live_predictions_candles // 2, min_label_period_candles), + max(fit_live_predictions_candles // 4, min_label_period_candles), candles_step, ) label_period_candles = trial.suggest_int( @@ -1670,7 +1670,7 @@ def label_objective( max_label_period_candles, step=candles_step, ) - label_natr_ratio = trial.suggest_float("label_natr_ratio", 2.0, 36.0, step=0.01) + label_natr_ratio = trial.suggest_float("label_natr_ratio", 2.0, 38.0, step=0.01) df = df.iloc[ -( diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py index e965da9..e746495 100644 --- a/quickadapter/user_data/strategies/QuickAdapterV3.py +++ b/quickadapter/user_data/strategies/QuickAdapterV3.py @@ -86,7 +86,7 @@ class QuickAdapterV3(IStrategy): "force_entry": "limit", "stoploss": "limit", "stoploss_on_exchange": False, - "stoploss_on_exchange_interval": 120, + "stoploss_on_exchange_interval": 60, "stoploss_on_exchange_limit_ratio": 0.99, } -- 2.43.0