From db3961b984e2aa1781094a0a9df5ca375433bbf2 Mon Sep 17 00:00:00 2001 From: =?utf8?q?J=C3=A9r=C3=B4me=20Benoit?= Date: Sat, 13 Sep 2025 20:28:36 +0200 Subject: [PATCH] refactor: code cleanups MIME-Version: 1.0 Content-Type: text/plain; charset=utf8 Content-Transfer-Encoding: 8bit Signed-off-by: Jérôme Benoit --- ReforceXY/user_data/freqaimodels/ReforceXY.py | 10 +++++----- quickadapter/user_data/strategies/QuickAdapterV3.py | 2 +- 2 files changed, 6 insertions(+), 6 deletions(-) diff --git a/ReforceXY/user_data/freqaimodels/ReforceXY.py b/ReforceXY/user_data/freqaimodels/ReforceXY.py index 0fc8594..810169b 100644 --- a/ReforceXY/user_data/freqaimodels/ReforceXY.py +++ b/ReforceXY/user_data/freqaimodels/ReforceXY.py @@ -1007,8 +1007,8 @@ class ReforceXY(BaseReinforcementLearningModel): ) else: return ( - factor * pnl * (1 + lambda1 * duration_fraction) - - 2 * lambda2 * duration_fraction + factor * pnl * (1.0 + lambda1 * duration_fraction) + - 2.0 * lambda2 * duration_fraction - drawdown_penalty ) @@ -1295,7 +1295,7 @@ class ReforceXY(BaseReinforcementLearningModel): "tick" not in _history_df.columns or "tick" not in _trade_history_df.columns ): - logger.warning("'tick' column is missing from history or trade history") + logger.warning("'tick' column is missing from history or trade_history") return DataFrame() _rollout_history = merge( @@ -1462,8 +1462,8 @@ class InfoMetricsCallback(TensorboardCallback): "exploration_rate": float(self.model.exploration_rate), } ) - if "QRDQN" in self.model.__class__.__name__: - hparam_dict.update({"n_quantiles": int(self.model.n_quantiles)}) + if "QRDQN" in self.model.__class__.__name__: + hparam_dict.update({"n_quantiles": int(self.model.n_quantiles)}) metric_dict = { "info/total_reward": 0.0, "info/total_profit": 1.0, diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py index 303d79c..aaeaabc 100644 --- a/quickadapter/user_data/strategies/QuickAdapterV3.py +++ b/quickadapter/user_data/strategies/QuickAdapterV3.py @@ -1120,7 +1120,7 @@ class QuickAdapterV3(IStrategy): side: str, order: Literal["entry", "exit"], rate: float, - min_natr_ratio_percent: float = 0.0099, + min_natr_ratio_percent: float = 0.0095, max_natr_ratio_percent: float = 0.095, lookback_period: int = 1, decay_ratio: float = 0.5, -- 2.43.0