]> Piment Noir Git Repositories - freqai-strategies.git/commitdiff
refactor(qav3): remove ewma smoothing, introduce time decay
authorJérôme Benoit <jerome.benoit@piment-noir.org>
Thu, 26 Jun 2025 10:05:50 +0000 (12:05 +0200)
committerJérôme Benoit <jerome.benoit@piment-noir.org>
Thu, 26 Jun 2025 10:05:50 +0000 (12:05 +0200)
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
quickadapter/user_data/strategies/QuickAdapterV3.py

index 72e469598fec2f36e39185a2248eacd8c67aed64..b2a42e58a848e9d998d2a35c5caae97d0a788ac9 100644 (file)
@@ -944,7 +944,6 @@ class QuickAdapterV3(IStrategy):
             ).mean(),
             "smm": series.rolling(window=odd_window, center=True).median(),
             "sma": series.rolling(window=odd_window, center=True).mean(),
-            "ewma": series.ewm(span=window).mean(),
         }
         return smoothing_methods.get(
             extrema_smoothing,