From: Jérôme Benoit <jerome.benoit@piment-noir.org>
Date: Thu, 26 Jun 2025 10:05:50 +0000 (+0200)
Subject: refactor(qav3): remove ewma smoothing, introduce time decay
X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=21e7a9827bcb566b4ff6bf27b9c33d223b86c640;p=freqai-strategies.git

refactor(qav3): remove ewma smoothing, introduce time decay

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
---

diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py
index 72e4695..b2a42e5 100644
--- a/quickadapter/user_data/strategies/QuickAdapterV3.py
+++ b/quickadapter/user_data/strategies/QuickAdapterV3.py
@@ -944,7 +944,6 @@ class QuickAdapterV3(IStrategy):
             ).mean(),
             "smm": series.rolling(window=odd_window, center=True).median(),
             "sma": series.rolling(window=odd_window, center=True).mean(),
-            "ewma": series.ewm(span=window).mean(),
         }
         return smoothing_methods.get(
             extrema_smoothing,