refactor(qav3): use numpy interpolation instead of open coding it

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>

diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py
index 9cbf23ec501c3143b1076c3ba023d29439d0aca1..0763374e628d3332b4b4d18bb807953d69e79be6 100644 (file)
--- a/quickadapter/user_data/strategies/QuickAdapterV3.py
+++ b/quickadapter/user_data/strategies/QuickAdapterV3.py
@@ -503,8 +503,8 @@ class QuickAdapterV3(IStrategy):
         )
         if isna(trade_volatility_quantile):
             return None
-        return entry_natr * trade_volatility_quantile + current_natr * (
-            1.0 - trade_volatility_quantile
+        return np.interp(
+            trade_volatility_quantile, [0.0, 1.0], [current_natr, entry_natr]
         )
 
     def get_trade_moving_average_natr(