prediction_thresholds_smoothing = self.freqai_info.get(
"prediction_thresholds_smoothing", "quantile"
)
- smoothing_methods: dict[str, Callable] = {
+ smoothing_methods: dict[
+ str, Callable[[pd.DataFrame, int, int], tuple[pd.Series, pd.Series]]
+ ] = {
"quantile": self.quantile_min_max_pred,
"mean": QuickAdapterRegressorV3.mean_min_max_pred,
"median": QuickAdapterRegressorV3.median_min_max_pred,
from statistics import harmonic_mean
import talib.abstract as ta
from pandas import DataFrame, Series, isna
-from typing import Callable, Optional
+from typing import Optional
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_prev_date
from freqtrade.strategy.interface import IStrategy
from freqtrade.strategy import stoploss_from_absolute
std = derive_gaussian_std_from_window(window)
gaussian_window = get_gaussian_window(std, True)
odd_window = get_odd_window(window)
- smoothing_methods: dict[str, Callable] = {
+ smoothing_methods: dict[str, Series] = {
"gaussian": series.rolling(
window=gaussian_window,
win_type="gaussian",