From: Jérôme Benoit Date: Sun, 8 Jun 2025 18:51:23 +0000 (+0200) Subject: perf(qav3): revert now unneeded pivot labeling validation smoothing X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=f17c49106d033eb5ef3f47789dbb62a12230be65;p=freqai-strategies.git perf(qav3): revert now unneeded pivot labeling validation smoothing Signed-off-by: Jérôme Benoit --- diff --git a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py index 2a9dbcf..f6f7a64 100644 --- a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py +++ b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py @@ -1197,15 +1197,12 @@ def zigzag( pos: int, min_strength: float = 0.5, max_strength: float = 1.5, - volatility_exponent: float = 1.5, ) -> float: volatility_quantile = calculate_volatility_quantile(pos) if np.isnan(volatility_quantile): return median([min_strength, max_strength]) - return min_strength + (max_strength - min_strength) * ( - volatility_quantile**volatility_exponent - ) + return min_strength + (max_strength - min_strength) * volatility_quantile def update_candidate_pivot(pos: int, value: float, direction: TrendDirection): nonlocal candidate_pivot_pos, candidate_pivot_value, candidate_pivot_direction diff --git a/quickadapter/user_data/strategies/Utils.py b/quickadapter/user_data/strategies/Utils.py index bae116a..75043b6 100644 --- a/quickadapter/user_data/strategies/Utils.py +++ b/quickadapter/user_data/strategies/Utils.py @@ -463,15 +463,12 @@ def zigzag( pos: int, min_strength: float = 0.5, max_strength: float = 1.5, - volatility_exponent: float = 1.5, ) -> float: volatility_quantile = calculate_volatility_quantile(pos) if np.isnan(volatility_quantile): return median([min_strength, max_strength]) - return min_strength + (max_strength - min_strength) * ( - volatility_quantile**volatility_exponent - ) + return min_strength + (max_strength - min_strength) * volatility_quantile def update_candidate_pivot(pos: int, value: float, direction: TrendDirection): nonlocal candidate_pivot_pos, candidate_pivot_value, candidate_pivot_direction