]> Piment Noir Git Repositories - freqai-strategies.git/commitdiff
perf(qav3): speed up pivots confirmation use case
authorJérôme Benoit <jerome.benoit@piment-noir.org>
Mon, 16 Jun 2025 12:06:42 +0000 (14:06 +0200)
committerJérôme Benoit <jerome.benoit@piment-noir.org>
Mon, 16 Jun 2025 12:06:42 +0000 (14:06 +0200)
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
quickadapter/user_data/strategies/Utils.py

index 6f0c72c477f90480ae27006a4c0466bc359eeb5d..47f569fa22eb933288121fd81ff0f68fb6b16493 100644 (file)
@@ -1344,6 +1344,8 @@ def zigzag(
 
     def calculate_min_slopes_ok(pos: int, slopes_ok_threshold: float) -> int:
         min_slopes_ok, max_slopes_ok = calculate_slopes_ok_min_max(slopes_ok_threshold)
+        if min_slopes_ok == max_slopes_ok:
+            return min_slopes_ok
         volatility_quantile = calculate_volatility_quantile(pos)
         if np.isnan(volatility_quantile):
             return int(round(median([min_slopes_ok, max_slopes_ok])))
index 0d91aea50d600ebeff7cef1a5b49cc7e818f8d49..f598b790e81c1ba51e17b5752e72d82c23da74a1 100644 (file)
@@ -473,6 +473,8 @@ def zigzag(
 
     def calculate_min_slopes_ok(pos: int, slopes_ok_threshold: float) -> int:
         min_slopes_ok, max_slopes_ok = calculate_slopes_ok_min_max(slopes_ok_threshold)
+        if min_slopes_ok == max_slopes_ok:
+            return min_slopes_ok
         volatility_quantile = calculate_volatility_quantile(pos)
         if np.isnan(volatility_quantile):
             return int(round(median([min_slopes_ok, max_slopes_ok])))