From 91a6425c9787478a3b50af84882172e6b5594a08 Mon Sep 17 00:00:00 2001 From: =?utf8?q?J=C3=A9r=C3=B4me=20Benoit?= Date: Wed, 21 May 2025 22:27:34 +0200 Subject: [PATCH] refactor(qav3): refine NATR ratio default value 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 | 6 ++++-- quickadapter/user_data/strategies/QuickAdapterV3.py | 10 +++++++--- quickadapter/user_data/strategies/Utils.py | 2 +- 4 files changed, 13 insertions(+), 7 deletions(-) diff --git a/quickadapter/user_data/config-template.json b/quickadapter/user_data/config-template.json index 517e55a..2d159c1 100644 --- a/quickadapter/user_data/config-template.json +++ b/quickadapter/user_data/config-template.json @@ -137,7 +137,7 @@ "&s-minima_threshold": -2, "&s-maxima_threshold": 2, "label_period_candles": 100, - "label_natr_ratio": 12, + "label_natr_ratio": 6, "hp_rmse": -1, "train_rmse": -1 }, diff --git a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py index 515e2fc..278c059 100644 --- a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py +++ b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py @@ -115,7 +115,9 @@ class QuickAdapterRegressorV3(BaseRegressionModel): "label_period_candles": self.ft_params.get( "label_period_candles", 50 ), - "label_natr_ratio": self.ft_params.get("label_natr_ratio", 12.0), + "label_natr_ratio": float( + self.ft_params.get("label_natr_ratio", 6.0) + ), } ) logger.info( @@ -872,7 +874,7 @@ class TrendDirection(IntEnum): def zigzag( df: pd.DataFrame, natr_period: int = 14, - natr_ratio: float = 12.0, + natr_ratio: float = 6.0, confirmation_window: int = 3, initial_depth: int = 12, ) -> tuple[list[int], list[float], list[int]]: diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py index 27dc366..95e2d12 100644 --- a/quickadapter/user_data/strategies/QuickAdapterV3.py +++ b/quickadapter/user_data/strategies/QuickAdapterV3.py @@ -172,8 +172,10 @@ class QuickAdapterV3(IStrategy): "label_period_candles": self.freqai_info["feature_parameters"].get( "label_period_candles", 50 ), - "label_natr_ratio": self.freqai_info["feature_parameters"].get( - "label_natr_ratio", 12.0 + "label_natr_ratio": float( + self.freqai_info["feature_parameters"].get( + "label_natr_ratio", 6.0 + ) ), } ) @@ -361,7 +363,9 @@ class QuickAdapterV3(IStrategy): label_natr_ratio = self._label_params.get(pair, {}).get("label_natr_ratio") if label_natr_ratio: return label_natr_ratio - return self.freqai_info["feature_parameters"].get("label_natr_ratio", 12.0) + return float( + self.freqai_info["feature_parameters"].get("label_natr_ratio", 6.0) + ) def set_label_natr_ratio(self, pair: str, label_natr_ratio: float): if label_natr_ratio and isinstance(label_natr_ratio, float): diff --git a/quickadapter/user_data/strategies/Utils.py b/quickadapter/user_data/strategies/Utils.py index 98e15b8..9400462 100644 --- a/quickadapter/user_data/strategies/Utils.py +++ b/quickadapter/user_data/strategies/Utils.py @@ -363,7 +363,7 @@ class TrendDirection(IntEnum): def zigzag( df: pd.DataFrame, natr_period: int = 14, - natr_ratio: float = 12.0, + natr_ratio: float = 6.0, confirmation_window: int = 3, initial_depth: int = 12, ) -> tuple[list[int], list[float], list[int]]: -- 2.43.0