From ff82daa913b354f2c49684fffdeb752d21786515 Mon Sep 17 00:00:00 2001 From: =?utf8?q?J=C3=A9r=C3=B4me=20Benoit?= Date: Tue, 25 Feb 2025 12:31:08 +0100 Subject: [PATCH] refactor(qav3): use sensible defaults MIME-Version: 1.0 Content-Type: text/plain; charset=utf8 Content-Transfer-Encoding: 8bit Signed-off-by: Jérôme Benoit --- ReforceXY/user_data/config-template.json | 2 +- quickadapter/user_data/config-template.json | 2 +- .../freqaimodels/LightGBMRegressorQuickAdapterV35.py | 4 +--- .../freqaimodels/XGBoostRegressorQuickAdapterV35.py | 4 +--- quickadapter/user_data/strategies/QuickAdapterV3.py | 5 +---- 5 files changed, 5 insertions(+), 12 deletions(-) diff --git a/ReforceXY/user_data/config-template.json b/ReforceXY/user_data/config-template.json index 1de66d2..a4b97a6 100644 --- a/ReforceXY/user_data/config-template.json +++ b/ReforceXY/user_data/config-template.json @@ -114,7 +114,7 @@ "backtest_period_days": 2, "write_metrics_to_disk": false, "identifier": "ReforceXY-PPO", - "fit_live_predictions_candles": 300, + "fit_live_predictions_candles": 600, "data_kitchen_thread_count": 6, // set to number of CPU threads / 4 "track_performance": false, "feature_parameters": { diff --git a/quickadapter/user_data/config-template.json b/quickadapter/user_data/config-template.json index 5c77e1f..e9a5931 100644 --- a/quickadapter/user_data/config-template.json +++ b/quickadapter/user_data/config-template.json @@ -114,7 +114,7 @@ "fit_live_predictions_candles": 300, "data_kitchen_thread_count": 6, // set to number of CPU threads / 4 "track_performance": false, - "predictions_smoothing": "log-sum-exp", + "predictions_smoothing": "mean", "outlier_threshold": 0.999, "optuna_hyperopt": { "enabled": true, diff --git a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py index 7da3564..1760a7b 100644 --- a/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py +++ b/quickadapter/user_data/freqaimodels/LightGBMRegressorQuickAdapterV35.py @@ -271,9 +271,7 @@ class LightGBMRegressorQuickAdapterV35(BaseRegressionModel): fit_live_predictions_candles: int, label_period_candles: int, ) -> tuple[float, float]: - predictions_smoothing = self.freqai_info.get( - "predictions_smoothing", "log-sum-exp" - ) + predictions_smoothing = self.freqai_info.get("predictions_smoothing", "mean") if predictions_smoothing == "log-sum-exp": return log_sum_exp_min_max_pred( pred_df, fit_live_predictions_candles, label_period_candles diff --git a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py index b2a9f7f..2a5bf96 100644 --- a/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py +++ b/quickadapter/user_data/freqaimodels/XGBoostRegressorQuickAdapterV35.py @@ -272,9 +272,7 @@ class XGBoostRegressorQuickAdapterV35(BaseRegressionModel): fit_live_predictions_candles: int, label_period_candles: int, ) -> tuple[float, float]: - predictions_smoothing = self.freqai_info.get( - "predictions_smoothing", "log-sum-exp" - ) + predictions_smoothing = self.freqai_info.get("predictions_smoothing", "mean") if predictions_smoothing == "log-sum-exp": return log_sum_exp_min_max_pred( pred_df, fit_live_predictions_candles, label_period_candles diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py index a857e6c..bbf89ec 100644 --- a/quickadapter/user_data/strategies/QuickAdapterV3.py +++ b/quickadapter/user_data/strategies/QuickAdapterV3.py @@ -38,8 +38,6 @@ class QuickAdapterV3(IStrategy): https://github.com/sponsors/robcaulk """ - position_adjustment_enable = False - stoploss = -0.02 # Trailing stop: trailing_stop = True @@ -58,9 +56,8 @@ class QuickAdapterV3(IStrategy): "stoploss_on_exchange_interval": 120, } - # Example specific variables + position_adjustment_enable = False max_entry_position_adjustment = 1 - # This number is explained a bit further down max_dca_multiplier = 2 minimal_roi = {"0": 0.03, "1000": -1} -- 2.43.0