From c53f43acaf83b3a8ac3c14caa1966722d1376d4c Mon Sep 17 00:00:00 2001 From: =?utf8?q?J=C3=A9r=C3=B4me=20Benoit?= Date: Fri, 19 Sep 2025 16:55:53 +0200 Subject: [PATCH] perf(qav3): fine tune labeling optuna optimization 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 ++-- quickadapter/user_data/strategies/Utils.py | 2 +- 4 files changed, 6 insertions(+), 6 deletions(-) diff --git a/quickadapter/user_data/config-template.json b/quickadapter/user_data/config-template.json index ec27ab3..c7a9683 100644 --- a/quickadapter/user_data/config-template.json +++ b/quickadapter/user_data/config-template.json @@ -138,7 +138,7 @@ "&s-minima_threshold": -2, "&s-maxima_threshold": 2, "label_period_candles": 24, - "label_natr_ratio": 8.5, + "label_natr_ratio": 9.0, "hp_rmse": -1, "train_rmse": -1 }, diff --git a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py index c3b53d1..977b32c 100644 --- a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py +++ b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py @@ -159,7 +159,7 @@ class QuickAdapterRegressorV3(BaseRegressionModel): "label_period_candles", 24 ), "label_natr_ratio": float( - self.ft_params.get("label_natr_ratio", 8.5) + self.ft_params.get("label_natr_ratio", 9.0) ), } ) @@ -1509,7 +1509,7 @@ def label_objective( max_label_period_candles, step=candles_step, ) - label_natr_ratio = trial.suggest_float("label_natr_ratio", 8.5, 12.5, step=0.05) + label_natr_ratio = trial.suggest_float("label_natr_ratio", 9.0, 12.0, step=0.05) label_period_cycles = fit_live_predictions_candles / label_period_candles df = df.iloc[-(max(2, int(label_period_cycles)) * label_period_candles) :] diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py index 3b682e6..2320d7c 100644 --- a/quickadapter/user_data/strategies/QuickAdapterV3.py +++ b/quickadapter/user_data/strategies/QuickAdapterV3.py @@ -219,7 +219,7 @@ class QuickAdapterV3(IStrategy): ), "label_natr_ratio": float( self.freqai_info["feature_parameters"].get( - "label_natr_ratio", 8.5 + "label_natr_ratio", 9.0 ) ), } @@ -426,7 +426,7 @@ class QuickAdapterV3(IStrategy): if label_natr_ratio and isinstance(label_natr_ratio, float): return label_natr_ratio return float( - self.freqai_info["feature_parameters"].get("label_natr_ratio", 8.5) + self.freqai_info["feature_parameters"].get("label_natr_ratio", 9.0) ) def set_label_natr_ratio(self, pair: str, label_natr_ratio: float) -> None: diff --git a/quickadapter/user_data/strategies/Utils.py b/quickadapter/user_data/strategies/Utils.py index 87eb20a..ddade7f 100644 --- a/quickadapter/user_data/strategies/Utils.py +++ b/quickadapter/user_data/strategies/Utils.py @@ -495,7 +495,7 @@ class TrendDirection(IntEnum): def zigzag( df: pd.DataFrame, natr_period: int = 14, - natr_ratio: float = 8.5, + natr_ratio: float = 9.0, ) -> tuple[list[int], list[float], list[TrendDirection], list[float]]: n = len(df) if df.empty or n < natr_period: -- 2.43.0