From: Jérôme Benoit <jerome.benoit@piment-noir.org>
Date: Fri, 23 May 2025 09:46:28 +0000 (+0200)
Subject: fix(qav): ensure pivots confirmation window is an integer
X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=9da9cdcd76417d8fac33798694b22797952bc305;p=freqai-strategies.git

fix(qav): ensure pivots confirmation window is an integer

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 6d00e68..2dfe511 100644
--- a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
+++ b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
@@ -934,7 +934,9 @@ def zigzag(
     ) -> int:
         quantile = volatility_quantile(pos)
         if np.isnan(quantile):
-            return round(np.median([min_window, max_window]))
+            return np.clip(
+                round(np.median([min_window, max_window]), min_window, max_window)
+            ).astype(int)
 
         return np.clip(
             round(max_window - (max_window - min_window) * quantile),
diff --git a/quickadapter/user_data/strategies/Utils.py b/quickadapter/user_data/strategies/Utils.py
index 1d4d6c6..c61537d 100644
--- a/quickadapter/user_data/strategies/Utils.py
+++ b/quickadapter/user_data/strategies/Utils.py
@@ -418,7 +418,9 @@ def zigzag(
     ) -> int:
         quantile = volatility_quantile(pos)
         if np.isnan(quantile):
-            return round(np.median([min_window, max_window]))
+            return np.clip(
+                round(np.median([min_window, max_window])), min_window, max_window
+            ).astype(int)
 
         return np.clip(
             round(max_window - (max_window - min_window) * quantile),