From: Jérôme Benoit <jerome.benoit@piment-noir.org>
Date: Thu, 6 Feb 2025 13:35:42 +0000 (+0100)
Subject: perf: refine extrema computation rolling window
X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=33cd90159c86a127740db13b7fe2d0cd3a28b1ce;p=freqai-strategies.git

perf: refine extrema computation rolling window

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

diff --git a/quickadapter/user_data/config-template.json b/quickadapter/user_data/config-template.json
index 2b6fe86..bc3ec18 100644
--- a/quickadapter/user_data/config-template.json
+++ b/quickadapter/user_data/config-template.json
@@ -72,10 +72,10 @@
     // // Spot meme
     // "pair_whitelist": [
     //     "DOGE/USDT",
-    //     "PENGU/USDT",
     //     "SHIB/USDT",
     //     "PEPE/USDT",
-    //     "BONK/USDT"
+    //     "BONK/USDT",
+    //     "WIF/USDT",
     // ],
   },
   "pairlists": [
diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py
index a2c1f44..af85485 100644
--- a/quickadapter/user_data/strategies/QuickAdapterV3.py
+++ b/quickadapter/user_data/strategies/QuickAdapterV3.py
@@ -254,7 +254,7 @@ class QuickAdapterV3(IStrategy):
         dataframe["maxima"] = np.where(dataframe["&s-extrema"] == 1, 1, 0)
         dataframe["&s-extrema"] = (
             dataframe["&s-extrema"]
-            .rolling(window=5, win_type="gaussian", center=True)
+            .rolling(window=6, win_type="gaussian", center=True)
             .mean(std=0.5)
         )
         return dataframe