From: Jérôme Benoit Date: Thu, 10 Apr 2025 12:00:02 +0000 (+0200) Subject: perf: small optimization on standard zigzag implementation X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=3091feb1801ec6e7a4adf26ae5fb43082f7cdb09;p=freqai-strategies.git perf: small optimization on standard zigzag implementation Signed-off-by: Jérôme Benoit --- diff --git a/quickadapter/user_data/strategies/Utils.py b/quickadapter/user_data/strategies/Utils.py index 160b57f..dceb55c 100644 --- a/quickadapter/user_data/strategies/Utils.py +++ b/quickadapter/user_data/strategies/Utils.py @@ -343,7 +343,8 @@ def zigzag( if h > current_extreme: current_extreme = h current_extreme_idx = current_idx - elif (current_extreme - l) / current_extreme >= threshold: + continue + if (current_extreme - l) / current_extreme >= threshold: if current_extreme_idx != last_idx: indices.append(current_extreme_idx) extrema.append(current_extreme) @@ -358,7 +359,8 @@ def zigzag( if l < current_extreme: current_extreme = l current_extreme_idx = current_idx - elif (h - current_extreme) / current_extreme >= threshold: + continue + if (h - current_extreme) / current_extreme >= threshold: if current_extreme_idx != last_idx: indices.append(current_extreme_idx) extrema.append(current_extreme)