From: Jérôme Benoit Date: Sun, 23 Feb 2025 13:07:48 +0000 (+0100) Subject: perf(qav3): fine tune extrema smoothing gaussian window X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=5fd26aa99f624cd7bdc37a44cd2a997b46ac6f8c;p=freqai-strategies.git perf(qav3): fine tune extrema smoothing gaussian window Signed-off-by: Jérôme Benoit --- diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py index 0159c7b..89b309a 100644 --- a/quickadapter/user_data/strategies/QuickAdapterV3.py +++ b/quickadapter/user_data/strategies/QuickAdapterV3.py @@ -265,7 +265,7 @@ class QuickAdapterV3(IStrategy): dataframe["maxima"] = np.where(dataframe[EXTREMA_COLUMN] == 1, 1, 0) dataframe[EXTREMA_COLUMN] = ( dataframe[EXTREMA_COLUMN] - .rolling(window=6, win_type="gaussian", center=True) + .rolling(window=5, win_type="gaussian", center=True) .mean(std=0.5) ) return dataframe