From 872b763a355127165181b052fc59467be8d2b246 Mon Sep 17 00:00:00 2001 From: =?utf8?q?J=C3=A9r=C3=B4me=20Benoit?= Date: Sat, 19 Apr 2025 22:28:17 +0200 Subject: [PATCH] perf(qav3): optimize labeling only over the last periods MIME-Version: 1.0 Content-Type: text/plain; charset=utf8 Content-Transfer-Encoding: 8bit Signed-off-by: Jérôme Benoit --- .../user_data/freqaimodels/QuickAdapterRegressorV3.py | 9 ++++++++- 1 file changed, 8 insertions(+), 1 deletion(-) diff --git a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py index 0384c17..e9508ba 100644 --- a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py +++ b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py @@ -44,7 +44,7 @@ class QuickAdapterRegressorV3(BaseRegressionModel): https://github.com/sponsors/robcaulk """ - version = "3.7.13" + version = "3.7.14" @cached_property def _optuna_config(self) -> dict: @@ -968,6 +968,13 @@ def label_objective( ) label_natr_ratio = trial.suggest_float("label_natr_ratio", 0.0675, 0.175) + df = df.iloc[ + -( + (fit_live_predictions_candles // label_period_candles) + * label_period_candles + ) : + ] + _, peak_values, _ = dynamic_zigzag( df, period=label_period_candles, -- 2.43.0