From: Jérôme Benoit Date: Mon, 16 Jun 2025 12:06:42 +0000 (+0200) Subject: perf(qav3): speed up pivots confirmation use case X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=3b7b47e5a8a2d700d00a9cfe7a4edad7aae55f61;p=freqai-strategies.git perf(qav3): speed up pivots confirmation use case Signed-off-by: Jérôme Benoit --- diff --git a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py index 6f0c72c..47f569f 100644 --- a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py +++ b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py @@ -1344,6 +1344,8 @@ def zigzag( def calculate_min_slopes_ok(pos: int, slopes_ok_threshold: float) -> int: min_slopes_ok, max_slopes_ok = calculate_slopes_ok_min_max(slopes_ok_threshold) + if min_slopes_ok == max_slopes_ok: + return min_slopes_ok volatility_quantile = calculate_volatility_quantile(pos) if np.isnan(volatility_quantile): return int(round(median([min_slopes_ok, max_slopes_ok]))) diff --git a/quickadapter/user_data/strategies/Utils.py b/quickadapter/user_data/strategies/Utils.py index 0d91aea..f598b79 100644 --- a/quickadapter/user_data/strategies/Utils.py +++ b/quickadapter/user_data/strategies/Utils.py @@ -473,6 +473,8 @@ def zigzag( def calculate_min_slopes_ok(pos: int, slopes_ok_threshold: float) -> int: min_slopes_ok, max_slopes_ok = calculate_slopes_ok_min_max(slopes_ok_threshold) + if min_slopes_ok == max_slopes_ok: + return min_slopes_ok volatility_quantile = calculate_volatility_quantile(pos) if np.isnan(volatility_quantile): return int(round(median([min_slopes_ok, max_slopes_ok])))