From 9334e7309b82fed5713b185a68f8eb74ee4984bf Mon Sep 17 00:00:00 2001 From: =?utf8?q?J=C3=A9r=C3=B4me=20Benoit?= Date: Wed, 12 Mar 2025 16:23:35 +0100 Subject: [PATCH] perf(qav3): fine tune label period 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, 2 insertions(+), 8 deletions(-) diff --git a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py index 1e65e97..5862667 100644 --- a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py +++ b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py @@ -597,10 +597,7 @@ def period_objective( max_label_period_candles, step=candles_step, ) - label_period_frequency: int = max( - 1, int(fit_live_predictions_candles / (label_period_candles * 2)) - ) - label_window: int = label_period_candles * label_period_frequency + label_window: int = label_period_candles * 2 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 2a32462..20a5a16 100644 --- a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py +++ b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py @@ -605,10 +605,7 @@ def period_objective( max_label_period_candles, step=candles_step, ) - label_period_frequency: int = max( - 1, int(fit_live_predictions_candles / (label_period_candles * 2)) - ) - label_window: int = label_period_candles * label_period_frequency + label_window: int = label_period_candles * 2 y_test = y_test.iloc[-label_window:].to_numpy() test_weights = test_weights[-label_window:] y_pred = y_pred[-label_window:] -- 2.43.0