From 56ca556c0671d04f3a1ff3291725673e2ccc2aec Mon Sep 17 00:00:00 2001 From: =?utf8?q?J=C3=A9r=C3=B4me=20Benoit?= Date: Fri, 14 Mar 2025 14:06:03 +0100 Subject: [PATCH] perf(qav3): fine tune the label window optimisation MIME-Version: 1.0 Content-Type: text/plain; charset=utf8 Content-Transfer-Encoding: 8bit Signed-off-by: Jérôme Benoit --- .../LightGBMRegressorQuickAdapterV35.py | 15 +++++---------- .../XGBoostRegressorQuickAdapterV35.py | 15 +++++---------- 2 files changed, 10 insertions(+), 20 deletions(-) diff --git a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py index 9af3c64..24baa08 100644 --- a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py +++ b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py @@ -593,18 +593,13 @@ def period_objective( y_test = y_test.iloc[-fit_live_predictions_candles:].to_numpy() test_weights = test_weights[-fit_live_predictions_candles:] y_pred = y_pred[-fit_live_predictions_candles:] - y_test = [ - y_test[i : i + label_period_candles] - for i in range(0, len(y_test), label_period_candles) - ] + label_window: int = label_period_candles * 2 + y_test = [y_test[i : i + label_window] for i in range(0, len(y_test), label_window)] test_weights = [ - test_weights[i : i + label_period_candles] - for i in range(0, len(test_weights), label_period_candles) - ] - y_pred = [ - y_pred[i : i + label_period_candles] - for i in range(0, len(y_pred), label_period_candles) + test_weights[i : i + label_window] + for i in range(0, len(test_weights), label_window) ] + y_pred = [y_pred[i : i + label_window] for i in range(0, len(y_pred), label_window)] error = 0.0 for y_t, y_p, t_w in zip(y_test, y_pred, test_weights): diff --git a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py index 751067f..bdec0f6 100644 --- a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py +++ b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py @@ -601,18 +601,13 @@ def period_objective( y_test = y_test.iloc[-fit_live_predictions_candles:].to_numpy() test_weights = test_weights[-fit_live_predictions_candles:] y_pred = y_pred[-fit_live_predictions_candles:] - y_test = [ - y_test[i : i + label_period_candles] - for i in range(0, len(y_test), label_period_candles) - ] + label_window: int = label_period_candles * 2 + y_test = [y_test[i : i + label_window] for i in range(0, len(y_test), label_window)] test_weights = [ - test_weights[i : i + label_period_candles] - for i in range(0, len(test_weights), label_period_candles) - ] - y_pred = [ - y_pred[i : i + label_period_candles] - for i in range(0, len(y_pred), label_period_candles) + test_weights[i : i + label_window] + for i in range(0, len(test_weights), label_window) ] + y_pred = [y_pred[i : i + label_window] for i in range(0, len(y_pred), label_window)] error = 0.0 for y_t, y_p, t_w in zip(y_test, y_pred, test_weights): -- 2.43.0