From: Jérôme Benoit <jerome.benoit@piment-noir.org>
Date: Tue, 6 May 2025 21:21:13 +0000 (+0200)
Subject: fix(qav3): add inputs safeguard to zero_lag_series()
X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=2d030e689f61608b46ff13d14947a25766189149;p=freqai-strategies.git

fix(qav3): add inputs safeguard to zero_lag_series()

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

diff --git a/quickadapter/user_data/strategies/Utils.py b/quickadapter/user_data/strategies/Utils.py
index 633e4c8..c19316c 100644
--- a/quickadapter/user_data/strategies/Utils.py
+++ b/quickadapter/user_data/strategies/Utils.py
@@ -127,7 +127,9 @@ def vwapb(dataframe: pd.DataFrame, window=20, num_of_std=1) -> tuple:
 
 def zero_lag_series(series: pd.Series, period: int) -> pd.Series:
     """Applies a zero lag filter to reduce MA lag."""
-    lag = int(0.5 * (period - 1))
+    lag = max(int(0.5 * (period - 1)), 0)
+    if lag == 0:
+        return series
     return 2 * series - series.shift(lag)