From: Jérôme Benoit Date: Fri, 21 Mar 2025 12:20:32 +0000 (+0100) Subject: refactor(qav3): cleanup gaussian smoothing API X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=aa2eda5f51ff3b460f191dbea5cfedff6ae7b197;p=freqai-strategies.git refactor(qav3): cleanup gaussian smoothing API Signed-off-by: Jérôme Benoit --- diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py index 1b46073..8c47581 100644 --- a/quickadapter/user_data/strategies/QuickAdapterV3.py +++ b/quickadapter/user_data/strategies/QuickAdapterV3.py @@ -625,7 +625,9 @@ class QuickAdapterV3(IStrategy): win_type="gaussian", center=True, ).mean(std=std), - "zero_phase_gaussian": zero_phase_gaussian(series=series, std=std), + "zero_phase_gaussian": zero_phase_gaussian( + series=series, window=gaussian_window, std=std + ), "boxcar": series.rolling( window=odd_window, win_type="boxcar", center=True ).mean(), @@ -715,9 +717,7 @@ def ZLEWMA(dataframe: DataFrame, timeperiod: int) -> Series: return pta.zlma(dataframe["close"], length=timeperiod, mamode="ema") -def zero_phase_gaussian(series: Series, std: float): - window = get_gaussian_window(std, True) - +def zero_phase_gaussian(series: Series, window: int, std: float): kernel = gaussian(window, std=std) kernel /= kernel.sum()