]> Piment Noir Git Repositories - freqai-strategies.git/commitdiff
fix(qav3): add inputs safeguard to zero_lag_series()
authorJérôme Benoit <jerome.benoit@piment-noir.org>
Tue, 6 May 2025 21:21:13 +0000 (23:21 +0200)
committerJérôme Benoit <jerome.benoit@piment-noir.org>
Tue, 6 May 2025 21:21:13 +0000 (23:21 +0200)
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
quickadapter/user_data/strategies/Utils.py

index 633e4c83f5c6c6387a3a7ee5c257eb6d82bde04e..c19316cb4a6a49f710d47aa2da87300cdd1015a9 100644 (file)
@@ -127,7 +127,9 @@ def vwapb(dataframe: pd.DataFrame, window=20, num_of_std=1) -> tuple:
 
 def zero_lag_series(series: pd.Series, period: int) -> pd.Series:
     """Applies a zero lag filter to reduce MA lag."""
-    lag = int(0.5 * (period - 1))
+    lag = max(int(0.5 * (period - 1)), 0)
+    if lag == 0:
+        return series
     return 2 * series - series.shift(lag)