From: Jérôme Benoit <jerome.benoit@piment-noir.org>
Date: Mon, 19 May 2025 10:14:32 +0000 (+0200)
Subject: fix(qav3): better handling of low volality regime at pivots labeling
X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=5a28275d3baa8479e8215e3647ea8a32ac76f72b;p=freqai-strategies.git

fix(qav3): better handling of low volality regime at pivots labeling

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

diff --git a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
index 7a2fcbc..100f164 100644
--- a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
+++ b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
@@ -45,7 +45,7 @@ class QuickAdapterRegressorV3(BaseRegressionModel):
     https://github.com/sponsors/robcaulk
     """
 
-    version = "3.7.43"
+    version = "3.7.44"
 
     @cached_property
     def _optuna_config(self) -> dict:
@@ -899,8 +899,8 @@ def zigzag(
         natr_pos = natr_values[pos]
         lookback_natr = natr_values[start:end]
         median_natr = np.median(lookback_natr)
-        if median_natr == 0:
-            median_natr = np.finfo(float).eps
+        if np.isclose(median_natr, 0):
+            return max_factor
         natr_ratio = natr_pos / median_natr
         smoothed_natr_ratio = np.sqrt(natr_ratio)
 
@@ -946,8 +946,8 @@ def zigzag(
         natr_min = np.min(lookback_natr)
         natr_max = np.max(lookback_natr)
         natr_range = natr_max - natr_min
-        if natr_range == 0:
-            natr_range = np.finfo(float).eps
+        if np.isclose(natr_range, 0):
+            return min_value
         normalized_natr_pos = (natr_pos - natr_min) / natr_range
 
         return min_value + (max_value - min_value) * normalized_natr_pos
diff --git a/quickadapter/user_data/strategies/Utils.py b/quickadapter/user_data/strategies/Utils.py
index d6d7629..6315583 100644
--- a/quickadapter/user_data/strategies/Utils.py
+++ b/quickadapter/user_data/strategies/Utils.py
@@ -396,8 +396,8 @@ def zigzag(
         natr_pos = natr_values[pos]
         lookback_natr = natr_values[start:end]
         median_natr = np.median(lookback_natr)
-        if median_natr == 0:
-            median_natr = np.finfo(float).eps
+        if np.isclose(median_natr, 0):
+            return max_factor
         natr_ratio = natr_pos / median_natr
         smoothed_natr_ratio = np.sqrt(natr_ratio)
 
@@ -443,8 +443,8 @@ def zigzag(
         natr_min = np.min(lookback_natr)
         natr_max = np.max(lookback_natr)
         natr_range = natr_max - natr_min
-        if natr_range == 0:
-            natr_range = np.finfo(float).eps
+        if np.isclose(natr_range, 0):
+            return min_value
         normalized_natr_pos = (natr_pos - natr_min) / natr_range
 
         return min_value + (max_value - min_value) * normalized_natr_pos