From b87dbd91aa1547eae732bfc00745181596622fde Mon Sep 17 00:00:00 2001 From: =?utf8?q?J=C3=A9r=C3=B4me=20Benoit?= Date: Thu, 6 Feb 2025 12:28:37 +0100 Subject: [PATCH] fix(qav3): ensure optuna label_period_candles is used when computed 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 c4f274f..1ad7b5d 100644 --- a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py +++ b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py @@ -148,7 +148,10 @@ class LightGBMRegressorQuickAdapterV35(BaseRegressionModel): dk.data["extra_returns_per_train"]["&s-maxima_sort_threshold"] = 2 dk.data["extra_returns_per_train"]["&s-minima_sort_threshold"] = -2 else: - if self.__optuna_hyperopt: + if ( + self.__optuna_hyperopt + and pair in self.freqai_info["feature_parameters"] + ): label_period_candles = self.__optuna_hp.get( "label_period_candles", self.ft_params["label_period_candles"] ) diff --git a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py index d66ec07..e57b8d3 100644 --- a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py +++ b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py @@ -148,7 +148,10 @@ class XGBoostRegressorQuickAdapterV35(BaseRegressionModel): dk.data["extra_returns_per_train"]["&s-maxima_sort_threshold"] = 2 dk.data["extra_returns_per_train"]["&s-minima_sort_threshold"] = -2 else: - if self.__optuna_hyperopt: + if ( + self.__optuna_hyperopt + and pair in self.freqai_info["feature_parameters"] + ): label_period_candles = self.__optuna_hp.get( "label_period_candles", self.ft_params["label_period_candles"] ) -- 2.43.0