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