From 850bd161723764120c6f7c6319d7705598250bfa Mon Sep 17 00:00:00 2001 From: =?utf8?q?J=C3=A9r=C3=B4me=20Benoit?= Date: Fri, 14 Mar 2025 11:54:38 +0100 Subject: [PATCH] perf(qav3): fine tune label window optimization MIME-Version: 1.0 Content-Type: text/plain; charset=utf8 Content-Transfer-Encoding: 8bit Signed-off-by: Jérôme Benoit --- .../freqaimodels/LightGBMRegressorQuickAdapterV35.py | 5 ++++- .../freqaimodels/XGBoostRegressorQuickAdapterV35.py | 5 ++++- 2 files changed, 8 insertions(+), 2 deletions(-) diff --git a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py index b02c148..366d01c 100644 --- a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py +++ b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py @@ -588,7 +588,10 @@ def period_objective( max_label_period_candles, step=candles_step, ) - label_window: int = label_period_candles * 2 + label_period_frequency: int = int( + fit_live_predictions_candles / label_period_candles + ) + label_window: int = label_period_candles * label_period_frequency y_test = y_test.iloc[-label_window:].to_numpy() test_weights = test_weights[-label_window:] y_pred = y_pred[-label_window:] diff --git a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py index 54f5c4f..8d5926a 100644 --- a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py +++ b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py @@ -596,7 +596,10 @@ def period_objective( max_label_period_candles, step=candles_step, ) - label_window: int = label_period_candles * 2 + label_period_frequency: int = int( + fit_live_predictions_candles / label_period_candles + ) + label_window: int = label_period_candles * label_period_frequency y_test = y_test.iloc[-label_window:].to_numpy() test_weights = test_weights[-label_window:] y_pred = y_pred[-label_window:] -- 2.43.0