From c4ac3ffbb8e65072c76a63bc3b70bd4c11ee9d4f Mon Sep 17 00:00:00 2001 From: =?utf8?q?J=C3=A9r=C3=B4me=20Benoit?= Date: Sun, 17 Aug 2025 16:44:58 +0200 Subject: [PATCH] perf(qav3): reduce NATR period search space for labeling MIME-Version: 1.0 Content-Type: text/plain; charset=utf8 Content-Transfer-Encoding: 8bit Signed-off-by: Jérôme Benoit --- quickadapter/user_data/strategies/Utils.py | 12 ++++++------ 1 file changed, 6 insertions(+), 6 deletions(-) diff --git a/quickadapter/user_data/strategies/Utils.py b/quickadapter/user_data/strategies/Utils.py index 81a78ef..033c709 100644 --- a/quickadapter/user_data/strategies/Utils.py +++ b/quickadapter/user_data/strategies/Utils.py @@ -948,12 +948,12 @@ def soft_extremum(series: pd.Series, alpha: float) -> float: def get_min_max_label_period_candles( fit_live_predictions_candles: int, candles_step: int, - min_label_period_candles: int = 8, - max_label_period_candles: int = 48, - max_time_candles: int = 48, + min_label_period_candles: int = 12, + max_label_period_candles: int = 36, + max_time_candles: int = 36, max_horizon_fraction: float = 1.0 / 3.0, - min_label_period_candles_fallback: int = 8, - max_label_period_candles_fallback: int = 28, + min_label_period_candles_fallback: int = 12, + max_label_period_candles_fallback: int = 36, ) -> tuple[int, int, int]: if min_label_period_candles > max_label_period_candles: raise ValueError( @@ -964,7 +964,7 @@ def get_min_max_label_period_candles( capped_horizon_candles = max( 1, floor_to_step( - max(1, int(fit_live_predictions_candles * max_horizon_fraction)), + max(1, math.ceil(fit_live_predictions_candles * max_horizon_fraction)), candles_step, ), ) -- 2.43.0