From: Jérôme Benoit <jerome.benoit@piment-noir.org>
Date: Sat, 26 Jul 2025 10:35:40 +0000 (+0200)
Subject: perf(qav3): stricter pivots validation
X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=7f8ddc306b7efa04f15787cc2294342f4cf3e424;p=freqai-strategies.git

perf(qav3): stricter pivots validation

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 dfe5a07..0b1dcac 100644
--- a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
+++ b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
@@ -1450,8 +1450,8 @@ def zigzag(
 
     def calculate_slopes_ok_threshold(
         pos: int,
-        min_threshold: float = 0.65,
-        max_threshold: float = 0.85,
+        min_threshold: float = 0.75,
+        max_threshold: float = 0.95,
     ) -> float:
         volatility_quantile = calculate_volatility_quantile(pos)
         if np.isnan(volatility_quantile):
diff --git a/quickadapter/user_data/strategies/Utils.py b/quickadapter/user_data/strategies/Utils.py
index 85a029e..fb88a5f 100644
--- a/quickadapter/user_data/strategies/Utils.py
+++ b/quickadapter/user_data/strategies/Utils.py
@@ -445,8 +445,8 @@ def zigzag(
 
     def calculate_slopes_ok_threshold(
         pos: int,
-        min_threshold: float = 0.65,
-        max_threshold: float = 0.85,
+        min_threshold: float = 0.75,
+        max_threshold: float = 0.95,
     ) -> float:
         volatility_quantile = calculate_volatility_quantile(pos)
         if np.isnan(volatility_quantile):