From: Jérôme Benoit Date: Sun, 4 May 2025 19:08:04 +0000 (+0200) Subject: perf(qav3): refine pivot labeling confirmation window X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=58f4550d2f9e8dd2cc15fa739eb18f6b46f1811a;p=freqai-strategies.git perf(qav3): refine pivot labeling confirmation window Signed-off-by: Jérôme Benoit --- diff --git a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py index cb01f4c..ae39a1b 100644 --- a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py +++ b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py @@ -850,7 +850,7 @@ def zigzag( df: pd.DataFrame, natr_period: int = 14, natr_ratio: float = 1.0, - confirmation_window: int = 6, + confirmation_window: int = 3, depth: int = 12, ) -> tuple[list[int], list[float], list[int]]: if df.empty or len(df) < natr_period + confirmation_window: diff --git a/quickadapter/user_data/strategies/Utils.py b/quickadapter/user_data/strategies/Utils.py index 30a054e..acef9e7 100644 --- a/quickadapter/user_data/strategies/Utils.py +++ b/quickadapter/user_data/strategies/Utils.py @@ -339,7 +339,7 @@ def zigzag( df: pd.DataFrame, natr_period: int = 14, natr_ratio: float = 1.0, - confirmation_window: int = 6, + confirmation_window: int = 3, depth: int = 12, ) -> tuple[list[int], list[float], list[int]]: if df.empty or len(df) < natr_period + confirmation_window: