]> Piment Noir Git Repositories - freqai-strategies.git/commitdiff
feat(zigzag): add normalize flag, disable in label_objective
authorJérôme Benoit <jerome.benoit@piment-noir.org>
Thu, 19 Feb 2026 00:51:39 +0000 (01:51 +0100)
committerJérôme Benoit <jerome.benoit@piment-noir.org>
Thu, 19 Feb 2026 00:51:39 +0000 (01:51 +0100)
quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
quickadapter/user_data/strategies/Utils.py

index dc1386f5ed5cbccce5fc479a36069beb8ad518fe..4017c4232111a5281ea8bdb60b067b53aa424efe 100644 (file)
@@ -3600,6 +3600,7 @@ def label_objective(
         df,
         natr_period=label_period_candles,
         natr_multiplier=label_natr_multiplier,
+        normalize=False,
     )
 
     median_amplitude = np.nanmedian(np.asarray(pivots_amplitudes, dtype=float))
index d7292c286f04673f1817e71c475f28705da78a99..f333adca95eb494dfa8fa016f2c498c197a73c69 100644 (file)
@@ -1644,6 +1644,7 @@ def zigzag(
     df: pd.DataFrame,
     natr_period: int = 14,
     natr_multiplier: float = 9.0,
+    normalize: bool = True,
 ) -> tuple[
     list[int],
     list[float],
@@ -2109,14 +2110,26 @@ def zigzag(
                 )
                 state = TrendDirection.UP
 
+    if normalize:
+        return (
+            pivots_indices,
+            pivots_values_log,
+            pivots_directions,
+            minmax_scale(pivots_amplitudes),
+            minmax_scale(pivots_amplitude_threshold_ratios),
+            minmax_scale(pivots_volume_rates),
+            minmax_scale(pivots_speeds),
+            pivots_efficiency_ratios,
+            pivots_volume_weighted_efficiency_ratios,
+        )
     return (
         pivots_indices,
         pivots_values_log,
         pivots_directions,
-        minmax_scale(pivots_amplitudes),
-        minmax_scale(pivots_amplitude_threshold_ratios),
-        minmax_scale(pivots_volume_rates),
-        minmax_scale(pivots_speeds),
+        pivots_amplitudes,
+        pivots_amplitude_threshold_ratios,
+        pivots_volume_rates,
+        pivots_speeds,
         pivots_efficiency_ratios,
         pivots_volume_weighted_efficiency_ratios,
     )