]> Piment Noir Git Repositories - freqai-strategies.git/commitdiff
perf(qav3): revert now unneeded pivot labeling validation smoothing
authorJérôme Benoit <jerome.benoit@piment-noir.org>
Sun, 8 Jun 2025 18:51:23 +0000 (20:51 +0200)
committerJérôme Benoit <jerome.benoit@piment-noir.org>
Sun, 8 Jun 2025 18:51:23 +0000 (20:51 +0200)
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
quickadapter/user_data/strategies/Utils.py

index 2a9dbcffb032e3cea7f71cdb43001ac09074e938..f6f7a64fd40d4ad9c9f38cda09685e59dfa857b5 100644 (file)
@@ -1197,15 +1197,12 @@ def zigzag(
         pos: int,
         min_strength: float = 0.5,
         max_strength: float = 1.5,
-        volatility_exponent: float = 1.5,
     ) -> float:
         volatility_quantile = calculate_volatility_quantile(pos)
         if np.isnan(volatility_quantile):
             return median([min_strength, max_strength])
 
-        return min_strength + (max_strength - min_strength) * (
-            volatility_quantile**volatility_exponent
-        )
+        return min_strength + (max_strength - min_strength) * volatility_quantile
 
     def update_candidate_pivot(pos: int, value: float, direction: TrendDirection):
         nonlocal candidate_pivot_pos, candidate_pivot_value, candidate_pivot_direction
index bae116a395347924f48667b4354ebfd51cae4442..75043b60e7ea92c6db8e01321ffed000480d8945 100644 (file)
@@ -463,15 +463,12 @@ def zigzag(
         pos: int,
         min_strength: float = 0.5,
         max_strength: float = 1.5,
-        volatility_exponent: float = 1.5,
     ) -> float:
         volatility_quantile = calculate_volatility_quantile(pos)
         if np.isnan(volatility_quantile):
             return median([min_strength, max_strength])
 
-        return min_strength + (max_strength - min_strength) * (
-            volatility_quantile**volatility_exponent
-        )
+        return min_strength + (max_strength - min_strength) * volatility_quantile
 
     def update_candidate_pivot(pos: int, value: float, direction: TrendDirection):
         nonlocal candidate_pivot_pos, candidate_pivot_value, candidate_pivot_direction