From: Jérôme Benoit <jerome.benoit@piment-noir.org>
Date: Fri, 13 Jun 2025 21:36:37 +0000 (+0200)
Subject: refactor(qav3): cleanup zigzag()
X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=23ccc27d59a91f6020b64e0c796c01c265247060;p=freqai-strategies.git

refactor(qav3): cleanup zigzag()

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

diff --git a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
index 0e81df5..d5f6bd6 100644
--- a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
+++ b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
@@ -1394,15 +1394,12 @@ def zigzag(
             log_next_moving_closes = np.log(next_moving_closes)
             log_next_moving_closes_std = np.std(log_next_moving_closes)
             if np.isclose(log_next_moving_closes_std, 0):
-                next_moving_slope_strength = (
-                    np.sign(log_next_moving_closes[-1] - log_next_moving_closes[0])
-                    * 0.01
-                )
+                next_moving_slope_strength = 0
             else:
-                log_next_closes_moving_length = len(log_next_moving_closes)
-                weights = np.linspace(0.5, 1.5, log_next_closes_moving_length)
+                log_next_moving_closes_length = len(log_next_moving_closes)
+                weights = np.linspace(0.5, 1.5, log_next_moving_closes_length)
                 log_next_moving_slope = np.polyfit(
-                    range(log_next_closes_moving_length),
+                    range(log_next_moving_closes_length),
                     log_next_moving_closes,
                     1,
                     w=weights,
diff --git a/quickadapter/user_data/strategies/Utils.py b/quickadapter/user_data/strategies/Utils.py
index 4f9aa52..f03547e 100644
--- a/quickadapter/user_data/strategies/Utils.py
+++ b/quickadapter/user_data/strategies/Utils.py
@@ -566,15 +566,12 @@ def zigzag(
             log_next_moving_closes = np.log(next_moving_closes)
             log_next_moving_closes_std = np.std(log_next_moving_closes)
             if np.isclose(log_next_moving_closes_std, 0):
-                next_moving_slope_strength = (
-                    np.sign(log_next_moving_closes[-1] - log_next_moving_closes[0])
-                    * 0.01
-                )
+                next_moving_slope_strength = 0
             else:
-                log_next_closes_moving_length = len(log_next_moving_closes)
-                weights = np.linspace(0.5, 1.5, log_next_closes_moving_length)
+                log_next_moving_closes_length = len(log_next_moving_closes)
+                weights = np.linspace(0.5, 1.5, log_next_moving_closes_length)
                 log_next_moving_slope = np.polyfit(
-                    range(log_next_closes_moving_length),
+                    range(log_next_moving_closes_length),
                     log_next_moving_closes,
                     1,
                     w=weights,