From: Jérôme Benoit Date: Fri, 6 Jun 2025 10:39:44 +0000 (+0200) Subject: perf(qav3): tune pivots labeling X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=c33ae3a8175ac113c30fe1e83275f2ea8cb1330b;p=freqai-strategies.git perf(qav3): tune pivots labeling Signed-off-by: Jérôme Benoit --- diff --git a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py index d10ef62..c95519d 100644 --- a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py +++ b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py @@ -1180,8 +1180,8 @@ def zigzag( def calculate_depth( pos: int, - min_depth: int = 6, - max_depth: int = 26, + min_depth: int = 8, + max_depth: int = 28, ) -> int: volatility_quantile = calculate_volatility_quantile(pos) if np.isnan(volatility_quantile): @@ -1195,8 +1195,8 @@ def zigzag( def calculate_min_slope_strength( pos: int, - min_strength: float = 0.4, - max_strength: float = 1.8, + min_strength: float = 0.5, + max_strength: float = 1.7, volatility_exponent: float = 1.5, ) -> float: volatility_quantile = calculate_volatility_quantile(pos) diff --git a/quickadapter/user_data/strategies/Utils.py b/quickadapter/user_data/strategies/Utils.py index 8cb082d..28b2afa 100644 --- a/quickadapter/user_data/strategies/Utils.py +++ b/quickadapter/user_data/strategies/Utils.py @@ -446,8 +446,8 @@ def zigzag( def calculate_depth( pos: int, - min_depth: int = 6, - max_depth: int = 26, + min_depth: int = 8, + max_depth: int = 28, ) -> int: volatility_quantile = calculate_volatility_quantile(pos) if np.isnan(volatility_quantile): @@ -461,8 +461,8 @@ def zigzag( def calculate_min_slope_strength( pos: int, - min_strength: float = 0.4, - max_strength: float = 1.8, + min_strength: float = 0.5, + max_strength: float = 1.7, volatility_exponent: float = 1.5, ) -> float: volatility_quantile = calculate_volatility_quantile(pos)