From: Jérôme Benoit <jerome.benoit@piment-noir.org>
Date: Thu, 5 Jun 2025 16:39:30 +0000 (+0200)
Subject: refactor(qav3): use numpy interpolation instead of open coding it
X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=43d3a827322571bd765b859ca638c3b600e2be71;p=freqai-strategies.git

refactor(qav3): use numpy interpolation instead of open coding it

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

diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py
index 9cbf23e..0763374 100644
--- a/quickadapter/user_data/strategies/QuickAdapterV3.py
+++ b/quickadapter/user_data/strategies/QuickAdapterV3.py
@@ -503,8 +503,8 @@ class QuickAdapterV3(IStrategy):
         )
         if isna(trade_volatility_quantile):
             return None
-        return entry_natr * trade_volatility_quantile + current_natr * (
-            1.0 - trade_volatility_quantile
+        return np.interp(
+            trade_volatility_quantile, [0.0, 1.0], [current_natr, entry_natr]
         )
 
     def get_trade_moving_average_natr(