From: Jérôme Benoit <jerome.benoit@sap.com>
Date: Mon, 10 Mar 2025 17:33:01 +0000 (+0100)
Subject: perf(qav3): use NATR ta-lib-python instead
X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=a95c6841bae9d8cea63650e72be8d5f0e7c91ced;p=freqai-strategies.git

perf(qav3): use NATR ta-lib-python instead

Signed-off-by: Jérôme Benoit <jerome.benoit@sap.com>
---

diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py
index 05352d9..4e8d66b 100644
--- a/quickadapter/user_data/strategies/QuickAdapterV3.py
+++ b/quickadapter/user_data/strategies/QuickAdapterV3.py
@@ -140,9 +140,7 @@ class QuickAdapterV3(IStrategy):
             dataframe["close"], timeperiod=period
         )
         dataframe["%-atr-period"] = ta.ATR(dataframe, timeperiod=period)
-        dataframe["%-atr-periodp"] = (
-            dataframe["%-atr-period"] / dataframe["close"] * 1000
-        )
+        dataframe["%-atr-periodp"] = ta.NATR(dataframe, timeperiod=period)
         return dataframe
 
     def feature_engineering_expand_basic(self, dataframe, **kwargs):