From: Jérôme Benoit Date: Thu, 19 Feb 2026 00:51:39 +0000 (+0100) Subject: feat(zigzag): add normalize flag, disable in label_objective X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=db31a8b36a184159a798844c8e5bb745780c6b95;p=freqai-strategies.git feat(zigzag): add normalize flag, disable in label_objective --- diff --git a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py index dc1386f..4017c42 100644 --- a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py +++ b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py @@ -3600,6 +3600,7 @@ def label_objective( df, natr_period=label_period_candles, natr_multiplier=label_natr_multiplier, + normalize=False, ) median_amplitude = np.nanmedian(np.asarray(pivots_amplitudes, dtype=float)) diff --git a/quickadapter/user_data/strategies/Utils.py b/quickadapter/user_data/strategies/Utils.py index d7292c2..f333adc 100644 --- a/quickadapter/user_data/strategies/Utils.py +++ b/quickadapter/user_data/strategies/Utils.py @@ -1644,6 +1644,7 @@ def zigzag( df: pd.DataFrame, natr_period: int = 14, natr_multiplier: float = 9.0, + normalize: bool = True, ) -> tuple[ list[int], list[float], @@ -2109,14 +2110,26 @@ def zigzag( ) state = TrendDirection.UP + if normalize: + return ( + pivots_indices, + pivots_values_log, + pivots_directions, + minmax_scale(pivots_amplitudes), + minmax_scale(pivots_amplitude_threshold_ratios), + minmax_scale(pivots_volume_rates), + minmax_scale(pivots_speeds), + pivots_efficiency_ratios, + pivots_volume_weighted_efficiency_ratios, + ) return ( pivots_indices, pivots_values_log, pivots_directions, - minmax_scale(pivots_amplitudes), - minmax_scale(pivots_amplitude_threshold_ratios), - minmax_scale(pivots_volume_rates), - minmax_scale(pivots_speeds), + pivots_amplitudes, + pivots_amplitude_threshold_ratios, + pivots_volume_rates, + pivots_speeds, pivots_efficiency_ratios, pivots_volume_weighted_efficiency_ratios, )