perf(qav3): use NATR ta-lib-python instead

Signed-off-by: Jérôme Benoit <jerome.benoit@sap.com>

diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py
index 05352d9f57fd2ddcc7ece9dac7a7c44248f6e580..4e8d66b75c1d28be901e88ebcdf02e0c9bc630b9 100644 (file)
--- a/quickadapter/user_data/strategies/QuickAdapterV3.py
+++ b/quickadapter/user_data/strategies/QuickAdapterV3.py
@@ -140,9 +140,7 @@ class QuickAdapterV3(IStrategy):
             dataframe["close"], timeperiod=period
         )
         dataframe["%-atr-period"] = ta.ATR(dataframe, timeperiod=period)
-        dataframe["%-atr-periodp"] = (
-            dataframe["%-atr-period"] / dataframe["close"] * 1000
-        )
+        dataframe["%-atr-periodp"] = ta.NATR(dataframe, timeperiod=period)
         return dataframe
 
     def feature_engineering_expand_basic(self, dataframe, **kwargs):