From: Jérôme Benoit <jerome.benoit@piment-noir.org>
Date: Sun, 27 Apr 2025 14:29:07 +0000 (+0200)
Subject: refactor(qav3): cleanup zigzag()
X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=f0f96e60ea38169278f5b8b52b1197f3b2127cc4;p=freqai-strategies.git

refactor(qav3): cleanup zigzag()

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
---

diff --git a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
index 35d1e36..4c9b35a 100644
--- a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
+++ b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py
@@ -892,11 +892,13 @@ def zigzag(
         if lows[i] < initial_low:
             initial_low, initial_low_pos = lows[i], i
 
-        if (initial_high - lows[i]) / initial_high >= thresholds[i]:
+        initial_move_up = (initial_high - lows[i]) / initial_high
+        initial_move_down = (highs[i] - initial_low) / initial_low
+        if initial_move_up >= thresholds[i]:
             add_pivot(initial_high_pos, initial_high, TrendDirection.UP)
             state = TrendDirection.DOWN
             break
-        elif (highs[i] - initial_low) / initial_low >= thresholds[i]:
+        elif initial_move_down >= thresholds[i]:
             add_pivot(initial_low_pos, initial_low, TrendDirection.DOWN)
             state = TrendDirection.UP
             break
diff --git a/quickadapter/user_data/strategies/Utils.py b/quickadapter/user_data/strategies/Utils.py
index 0f15c17..62f1255 100644
--- a/quickadapter/user_data/strategies/Utils.py
+++ b/quickadapter/user_data/strategies/Utils.py
@@ -347,11 +347,13 @@ def zigzag(
         if lows[i] < initial_low:
             initial_low, initial_low_pos = lows[i], i
 
-        if (initial_high - lows[i]) / initial_high >= thresholds[i]:
+        initial_move_up = (initial_high - lows[i]) / initial_high
+        initial_move_down = (highs[i] - initial_low) / initial_low
+        if initial_move_up >= thresholds[i]:
             add_pivot(initial_high_pos, initial_high, TrendDirection.UP)
             state = TrendDirection.DOWN
             break
-        elif (highs[i] - initial_low) / initial_low >= thresholds[i]:
+        elif initial_move_down >= thresholds[i]:
             add_pivot(initial_low_pos, initial_low, TrendDirection.DOWN)
             state = TrendDirection.UP
             break