perf(qav3): stricter pivots validation

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 dfe5a0785ddeafa7c7590af18b1a6f763c3e9d70..0b1dcac5de592dbdb08dc01e543b77b755c0e1f2 100644 (file)
--- a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
+++ b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
@@ -1450,8 +1450,8 @@ def zigzag(
 
     def calculate_slopes_ok_threshold(
         pos: int,
-        min_threshold: float = 0.65,
-        max_threshold: float = 0.85,
+        min_threshold: float = 0.75,
+        max_threshold: float = 0.95,
     ) -> float:
         volatility_quantile = calculate_volatility_quantile(pos)
         if np.isnan(volatility_quantile):

diff --git a/quickadapter/user_data/strategies/Utils.py b/quickadapter/user_data/strategies/Utils.py
index 85a029e526298315dbfccbd3f80a2d0c1c2376c6..fb88a5fb9d8e233cf46969c2e53d58f71c5eb1a8 100644 (file)
--- a/quickadapter/user_data/strategies/Utils.py
+++ b/quickadapter/user_data/strategies/Utils.py
@@ -445,8 +445,8 @@ def zigzag(
 
     def calculate_slopes_ok_threshold(
         pos: int,
-        min_threshold: float = 0.65,
-        max_threshold: float = 0.85,
+        min_threshold: float = 0.75,
+        max_threshold: float = 0.95,
     ) -> float:
         volatility_quantile = calculate_volatility_quantile(pos)
         if np.isnan(volatility_quantile):