From: Jérôme Benoit Date: Tue, 18 Mar 2025 20:40:35 +0000 (+0100) Subject: refactor(qav3): cleanups X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=c217f44fa50b8c1fa7e74942f4da8f273603c113;p=freqai-strategies.git refactor(qav3): cleanups Signed-off-by: Jérôme Benoit --- diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py index c9c00b9..90f3f3b 100644 --- a/quickadapter/user_data/strategies/QuickAdapterV3.py +++ b/quickadapter/user_data/strategies/QuickAdapterV3.py @@ -390,7 +390,7 @@ class QuickAdapterV3(IStrategy): def get_trade_entries( self, df: DataFrame, trade: Trade - ) -> tuple[datetime.datetime, float | None, DataFrame | None]: + ) -> tuple[datetime.datetime, float | None]: entry_date = timeframe_to_prev_date(self.timeframe, trade.open_date_utc) entry_candle = df.loc[(df["date"] == entry_date)] @@ -407,7 +407,7 @@ class QuickAdapterV3(IStrategy): entry_natr = entry_candle["natr_ratio_labeling_window"] trade.metadata["entry_natr"] = entry_natr - return entry_date, entry_natr, entry_candle + return entry_date, entry_natr def get_stoploss_distance(self, trade: Trade, natr: float) -> float: return trade.open_rate * natr * self.stoploss_natr_ratio @@ -430,8 +430,8 @@ class QuickAdapterV3(IStrategy): if df.empty: return None - entry_date, entry_natr, entry_candle = self.get_trade_entries(df, trade) - if entry_natr is None or entry_candle is None: + entry_date, entry_natr = self.get_trade_entries(df, trade) + if entry_natr is None: return None entry_stoploss_distance = self.get_stoploss_distance(trade, entry_natr) last_natr = df["natr_ratio_labeling_window"].iloc[-1] @@ -486,7 +486,7 @@ class QuickAdapterV3(IStrategy): ): return "maxima_detected_long" - _, entry_natr, _ = self.get_trade_entries(df, trade) + _, entry_natr = self.get_trade_entries(df, trade) if entry_natr is None: return None last_natr = df["natr_ratio_labeling_window"].iloc[-1]