]> Piment Noir Git Repositories - freqai-strategies.git/commitdiff
refactor(qav3): align robust standardization namespace
authorJérôme Benoit <jerome.benoit@piment-noir.org>
Mon, 8 Dec 2025 23:57:11 +0000 (00:57 +0100)
committerJérôme Benoit <jerome.benoit@piment-noir.org>
Mon, 8 Dec 2025 23:57:11 +0000 (00:57 +0100)
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
quickadapter/user_data/strategies/QuickAdapterV3.py
quickadapter/user_data/strategies/Utils.py

index 0750df1c939d2a70cada34fca5bdeaf374b61a8b..1d8ea624c8e54bd2f7db853bd505124abff640f9 100644 (file)
@@ -665,7 +665,7 @@ class QuickAdapterV3(IStrategy):
             or weighting_robust_quantiles[0] >= weighting_robust_quantiles[1]
         ):
             logger.warning(
-                f"{pair}: invalid extrema_weighting robust_quantiles {weighting_robust_quantiles}, must be (q_low, q_high) with 0 <= q_low < q_high <= 1, using default {DEFAULTS_EXTREMA_WEIGHTING['robust_quantiles']}"
+                f"{pair}: invalid extrema_weighting robust_quantiles {weighting_robust_quantiles}, must be (q1, q3) with 0 <= q1 < q3 <= 1, using default {DEFAULTS_EXTREMA_WEIGHTING['robust_quantiles']}"
             )
             weighting_robust_quantiles = DEFAULTS_EXTREMA_WEIGHTING["robust_quantiles"]
         else:
index b701349e5d3063579ea744901c08c9fbf71e1262..70f79901bba2d647e9e9c60c2275f0c13385a336 100644 (file)
@@ -311,8 +311,8 @@ def _standardize_robust(
         return np.zeros_like(weights, dtype=float)
 
     median = np.median(weights)
-    q_low, q_high = np.quantile(weights, quantiles)
-    iqr = q_high - q_low
+    q1, q3 = np.quantile(weights, quantiles)
+    iqr = q3 - q1
 
     if np.isclose(iqr, 0.0):
         return np.zeros_like(weights, dtype=float)