]> Piment Noir Git Repositories - freqai-strategies.git/commitdiff
fix(qav): ensure pivots confirmation window is an integer
authorJérôme Benoit <jerome.benoit@piment-noir.org>
Fri, 23 May 2025 09:46:28 +0000 (11:46 +0200)
committerJérôme Benoit <jerome.benoit@piment-noir.org>
Fri, 23 May 2025 09:46:28 +0000 (11:46 +0200)
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
quickadapter/user_data/strategies/Utils.py

index 6d00e6809c5b6093e4422e26546b13683a1ef083..2dfe511cfb3f5efc346825b3eb69a06c056cce19 100644 (file)
@@ -934,7 +934,9 @@ def zigzag(
     ) -> int:
         quantile = volatility_quantile(pos)
         if np.isnan(quantile):
-            return round(np.median([min_window, max_window]))
+            return np.clip(
+                round(np.median([min_window, max_window]), min_window, max_window)
+            ).astype(int)
 
         return np.clip(
             round(max_window - (max_window - min_window) * quantile),
index 1d4d6c6993c5be038873002ed8ff1cda3a5af88e..c61537d050c91741a2506a9e293a0a220702d903 100644 (file)
@@ -418,7 +418,9 @@ def zigzag(
     ) -> int:
         quantile = volatility_quantile(pos)
         if np.isnan(quantile):
-            return round(np.median([min_window, max_window]))
+            return np.clip(
+                round(np.median([min_window, max_window])), min_window, max_window
+            ).astype(int)
 
         return np.clip(
             round(max_window - (max_window - min_window) * quantile),