From a2c377c097c46abc91c0027a54630d583935484d Mon Sep 17 00:00:00 2001 From: =?utf8?q?J=C3=A9r=C3=B4me=20Benoit?= Date: Thu, 10 Apr 2025 11:51:43 +0200 Subject: [PATCH] perf(qav3): fine tune default label NATR ratio 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 | 4 ++-- quickadapter/user_data/strategies/QuickAdapterV3.py | 4 ++-- 3 files changed, 5 insertions(+), 5 deletions(-) diff --git a/quickadapter/user_data/config-template.json b/quickadapter/user_data/config-template.json index 975095d..4663471 100644 --- a/quickadapter/user_data/config-template.json +++ b/quickadapter/user_data/config-template.json @@ -135,7 +135,7 @@ "&s-minima_threshold": -2, "&s-maxima_threshold": 2, "label_period_candles": 100, - "label_natr_ratio": 0.075, + "label_natr_ratio": 0.12125, "hp_rmse": -1, "train_rmse": -1 }, diff --git a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py index 7a07a55..17594dd 100644 --- a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py +++ b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py @@ -112,7 +112,7 @@ class QuickAdapterRegressorV3(BaseRegressionModel): "label_period_candles": self.ft_params.get( "label_period_candles", 50 ), - "label_natr_ratio": self.ft_params.get("label_natr_ratio", 0.075), + "label_natr_ratio": self.ft_params.get("label_natr_ratio", 0.12125), } ) logger.info( @@ -930,7 +930,7 @@ def label_objective( df: pd.DataFrame, fit_live_predictions_candles: int, candles_step: int, -) -> tuple[float, float]: +) -> tuple[float, int]: min_label_period_candles: int = round_to_nearest( max(fit_live_predictions_candles // 16, 20), candles_step ) diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py index 41e3e72..892b00c 100644 --- a/quickadapter/user_data/strategies/QuickAdapterV3.py +++ b/quickadapter/user_data/strategies/QuickAdapterV3.py @@ -183,7 +183,7 @@ class QuickAdapterV3(IStrategy): "label_period_candles", 50 ), "label_natr_ratio": self.freqai_info["feature_parameters"].get( - "label_natr_ratio", 0.075 + "label_natr_ratio", 0.12125 ), } ) @@ -373,7 +373,7 @@ 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", 0.075) + return self.freqai_info["feature_parameters"].get("label_natr_ratio", 0.12125) def set_label_natr_ratio(self, pair: str, label_natr_ratio: float): if label_natr_ratio: -- 2.43.0