From: Jérôme Benoit <jerome.benoit@piment-noir.org>
Date: Fri, 19 Dec 2025 23:30:14 +0000 (+0100)
Subject: fix(qav3): do not weight the first pivot if cannot be computed
X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=81e22f44f0bb2c1aeb156fd6ee9005d840d4cc6c;p=freqai-strategies.git

fix(qav3): do not weight the first pivot if cannot be computed

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

diff --git a/quickadapter/user_data/strategies/Utils.py b/quickadapter/user_data/strategies/Utils.py
index 521e041..638e2e4 100644
--- a/quickadapter/user_data/strategies/Utils.py
+++ b/quickadapter/user_data/strategies/Utils.py
@@ -535,7 +535,12 @@ def _impute_weights(
     finite_mask: NDArray[np.bool_] | None = None,
     default_weight: float = DEFAULT_EXTREMA_WEIGHT,
 ) -> NDArray[np.floating]:
-    weights = weights.astype(float, copy=False)
+    weights = weights.astype(float, copy=True)
+
+    # weights computed by zigzag have NaN on first element if it cannot be computed correctly
+    if len(weights) > 0 and not np.isfinite(weights[0]):
+        weights[0] = 0.0
+
     if finite_mask is None:
         finite_mask = np.isfinite(weights)
 
@@ -546,9 +551,9 @@ def _impute_weights(
     if not np.isfinite(median_weight):
         median_weight = default_weight
 
-    weights_out = weights.astype(float, copy=True)
-    weights_out[~finite_mask] = median_weight
-    return weights_out
+    weights[~finite_mask] = median_weight
+
+    return weights
 
 
 def normalize_weights(