refactor(qav3): trivial cleanup

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

diff --git a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
index 78b747e01a4cc86bb09152e088e40b78be38edf7..16f70b5ed4461fdd2f71495db159b8470e55510f 100644 (file)
--- a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
+++ b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
@@ -885,7 +885,7 @@ def zigzag(
     def get_natr_values(period: int) -> np.ndarray:
         if period not in natr_values_cache:
             natr_values_cache[period] = (
-                ta.NATR(df, timeperiod=period).fillna(method="bfill") / 100
+                ta.NATR(df, timeperiod=period).fillna(method="bfill") / 100.0
             ).values
         return natr_values_cache[period]
 
@@ -1194,7 +1194,7 @@ def label_objective(
         return -np.inf, -np.inf
 
     scaled_natr_label_period_candles = (
-        ta.NATR(df, timeperiod=label_period_candles).fillna(method="bfill") / 100
+        ta.NATR(df, timeperiod=label_period_candles).fillna(method="bfill") / 100.0
     ) * label_natr_ratio
 
     return scaled_natr_label_period_candles.median(), n

diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py
index b18f08b9a91015a6b8ed5108a26ee657b4c723e7..fc05aea572d73c15213b68bf34be7d97fb4b5c9f 100644 (file)
--- a/quickadapter/user_data/strategies/QuickAdapterV3.py
+++ b/quickadapter/user_data/strategies/QuickAdapterV3.py
@@ -496,7 +496,7 @@ class QuickAdapterV3(IStrategy):
             return None
         return (
             current_rate
-            * (current_natr / 100)
+            * (current_natr / 100.0)
             * self.get_stoploss_natr_ratio(trade.pair)
             * (1 / math.log10(3.75 + 0.25 * trade_duration_candles))
         )
@@ -525,7 +525,7 @@ class QuickAdapterV3(IStrategy):
         )
         return (
             trade.open_rate
-            * (take_profit_natr / 100)
+            * (take_profit_natr / 100.0)
             * self.get_take_profit_natr_ratio(trade.pair)
             * math.log10(9.75 + 0.25 * trade_duration_candles)
         )
@@ -640,7 +640,7 @@ class QuickAdapterV3(IStrategy):
             return False
         lower_bound = 0
         upper_bound = 0
-        price_deviation = (last_candle_natr / 100) * self.get_entry_natr_ratio(pair)
+        price_deviation = (last_candle_natr / 100.0) * self.get_entry_natr_ratio(pair)
         if side == "long":
             lower_bound = last_candle_low * (1 - price_deviation)
             upper_bound = last_candle_close * (1 + price_deviation)

diff --git a/quickadapter/user_data/strategies/Utils.py b/quickadapter/user_data/strategies/Utils.py
index 0a90334333001f09a99734d8536fb591154edc0c..8ccc00c3a637e7f82dc1209eeb8e0cba2fe04d13 100644 (file)
--- a/quickadapter/user_data/strategies/Utils.py
+++ b/quickadapter/user_data/strategies/Utils.py
@@ -376,7 +376,7 @@ def zigzag(
     def get_natr_values(period: int) -> np.ndarray:
         if period not in natr_values_cache:
             natr_values_cache[period] = (
-                ta.NATR(df, timeperiod=period).fillna(method="bfill") / 100
+                ta.NATR(df, timeperiod=period).fillna(method="bfill") / 100.0
             ).values
         return natr_values_cache[period]