]> Piment Noir Git Repositories - freqai-strategies.git/commitdiff
perf(qav3): fine tune extrema smoothing gaussian window
authorJérôme Benoit <jerome.benoit@piment-noir.org>
Sun, 23 Feb 2025 13:07:48 +0000 (14:07 +0100)
committerJérôme Benoit <jerome.benoit@piment-noir.org>
Sun, 23 Feb 2025 13:07:48 +0000 (14:07 +0100)
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
quickadapter/user_data/strategies/QuickAdapterV3.py

index 0159c7b38dd73ba78d416446f6808bdf488f30aa..89b309aca9746ffad7fa02bf71ce12c6db430fd2 100644 (file)
@@ -265,7 +265,7 @@ class QuickAdapterV3(IStrategy):
         dataframe["maxima"] = np.where(dataframe[EXTREMA_COLUMN] == 1, 1, 0)
         dataframe[EXTREMA_COLUMN] = (
             dataframe[EXTREMA_COLUMN]
-            .rolling(window=6, win_type="gaussian", center=True)
+            .rolling(window=5, win_type="gaussian", center=True)
             .mean(std=0.5)
         )
         return dataframe