https://github.com/sponsors/robcaulk
"""
- version = "3.7.55"
+ version = "3.7.56"
@cached_property
def _optuna_config(self) -> dict:
if np.isclose(log_next_closes_std, 0):
next_slope_strength = 0
else:
- weights = np.linspace(0.5, 1.5, len(log_next_closes))
+ log_next_closes_length = len(log_next_closes)
+ weights = np.linspace(0.5, 1.5, log_next_closes_length)
log_next_slope = np.polyfit(
- range(len(log_next_closes)), log_next_closes, 1, w=weights
+ range(log_next_closes_length), log_next_closes, 1, w=weights
)[0]
next_slope_strength = log_next_slope / log_next_closes_std
min_slope_strength = calculate_min_slope_strength(candidate_pivot_pos)
fractal_candidate_indices = np.arange(fractal_period, n - fractal_period)
- is_fractal_high = np.ones(len(fractal_candidate_indices), dtype=bool)
- is_fractal_low = np.ones(len(fractal_candidate_indices), dtype=bool)
+ fractal_candidate_indices_length = len(fractal_candidate_indices)
+ is_fractal_high = np.ones(fractal_candidate_indices_length, dtype=bool)
+ is_fractal_low = np.ones(fractal_candidate_indices_length, dtype=bool)
for i in range(1, fractal_period + 1):
is_fractal_high &= (
if np.isclose(log_next_closes_std, 0):
next_slope_strength = 0
else:
- weights = np.linspace(0.5, 1.5, len(log_next_closes))
+ log_next_closes_length = len(log_next_closes)
+ weights = np.linspace(0.5, 1.5, log_next_closes_length)
log_next_slope = np.polyfit(
- range(len(log_next_closes)), log_next_closes, 1, w=weights
+ range(log_next_closes_length), log_next_closes, 1, w=weights
)[0]
next_slope_strength = log_next_slope / log_next_closes_std
min_slope_strength = calculate_min_slope_strength(candidate_pivot_pos)