]> Piment Noir Git Repositories - freqai-strategies.git/commitdiff
perf(qav3): tune pivots labeling
authorJérôme Benoit <jerome.benoit@piment-noir.org>
Fri, 6 Jun 2025 10:39:44 +0000 (12:39 +0200)
committerJérôme Benoit <jerome.benoit@piment-noir.org>
Fri, 6 Jun 2025 10:39:44 +0000 (12:39 +0200)
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
quickadapter/user_data/strategies/Utils.py

index d10ef62c55e4f4a287a25bcbe9033af46fc11696..c95519d4bdaada642426033cf44472e65c0ec637 100644 (file)
@@ -1180,8 +1180,8 @@ def zigzag(
 
     def calculate_depth(
         pos: int,
-        min_depth: int = 6,
-        max_depth: int = 26,
+        min_depth: int = 8,
+        max_depth: int = 28,
     ) -> int:
         volatility_quantile = calculate_volatility_quantile(pos)
         if np.isnan(volatility_quantile):
@@ -1195,8 +1195,8 @@ def zigzag(
 
     def calculate_min_slope_strength(
         pos: int,
-        min_strength: float = 0.4,
-        max_strength: float = 1.8,
+        min_strength: float = 0.5,
+        max_strength: float = 1.7,
         volatility_exponent: float = 1.5,
     ) -> float:
         volatility_quantile = calculate_volatility_quantile(pos)
index 8cb082dca5156a2eb5c71f8ba1425e2d200f93a7..28b2afa0ccd116d1f00a7b5598879d63dddc2328 100644 (file)
@@ -446,8 +446,8 @@ def zigzag(
 
     def calculate_depth(
         pos: int,
-        min_depth: int = 6,
-        max_depth: int = 26,
+        min_depth: int = 8,
+        max_depth: int = 28,
     ) -> int:
         volatility_quantile = calculate_volatility_quantile(pos)
         if np.isnan(volatility_quantile):
@@ -461,8 +461,8 @@ def zigzag(
 
     def calculate_min_slope_strength(
         pos: int,
-        min_strength: float = 0.4,
-        max_strength: float = 1.8,
+        min_strength: float = 0.5,
+        max_strength: float = 1.7,
         volatility_exponent: float = 1.5,
     ) -> float:
         volatility_quantile = calculate_volatility_quantile(pos)