]> Piment Noir Git Repositories - freqai-strategies.git/commitdiff
perf(qav3): refine pivot labeling confirmation window
authorJérôme Benoit <jerome.benoit@piment-noir.org>
Sun, 4 May 2025 19:08:04 +0000 (21:08 +0200)
committerJérôme Benoit <jerome.benoit@piment-noir.org>
Sun, 4 May 2025 19:08:04 +0000 (21:08 +0200)
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
quickadapter/user_data/strategies/Utils.py

index cb01f4c1a6f89439716b785717ba4723d66fcddf..ae39a1b905ff381dab075a2879cda7aef49ec814 100644 (file)
@@ -850,7 +850,7 @@ def zigzag(
     df: pd.DataFrame,
     natr_period: int = 14,
     natr_ratio: float = 1.0,
-    confirmation_window: int = 6,
+    confirmation_window: int = 3,
     depth: int = 12,
 ) -> tuple[list[int], list[float], list[int]]:
     if df.empty or len(df) < natr_period + confirmation_window:
index 30a054e9e103da638edc237e15404d81c6c2368f..acef9e7c31531f3c5cbe95fcdb9e10d78cd4ebcb 100644 (file)
@@ -339,7 +339,7 @@ def zigzag(
     df: pd.DataFrame,
     natr_period: int = 14,
     natr_ratio: float = 1.0,
-    confirmation_window: int = 6,
+    confirmation_window: int = 3,
     depth: int = 12,
 ) -> tuple[list[int], list[float], list[int]]:
     if df.empty or len(df) < natr_period + confirmation_window: