}
default_exit_thresholds_calibration: dict[str, float] = {
- "spike_quantile": 0.95,
+ "spike_quantile": 0.96,
"decline_quantile": 0.90,
- "min_k_spike": 0.3,
- "min_k_decline": 0.15,
+ "min_k_spike": 0.2,
+ "min_k_decline": 0.1,
}
position_adjustment_enable = True
n_ra = max(0, recent_hist_len - 2)
def t_k(n: int, q: float, default_k: float, min_k: float) -> float:
- if n >= 3:
- try:
- _df = max(n - 1, 1)
- return max(float(t.ppf(q, _df)) / math.sqrt(n), min_k)
- except Exception:
- return default_k
- return default_k
+ if not (0.0 < q < 1.0) or n < 1:
+ return default_k
+ try:
+ df = max(n - 1, 1)
+ return max(float(t.ppf(q, df)) / math.sqrt(n), min_k)
+ except Exception:
+ return default_k
k_spike_v = t_k(
n_rv,