From: Jérôme Benoit Date: Mon, 8 Dec 2025 23:57:11 +0000 (+0100) Subject: refactor(qav3): align robust standardization namespace X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=faffd4370478cb69a921397220fa9150b640e148;p=freqai-strategies.git refactor(qav3): align robust standardization namespace Signed-off-by: Jérôme Benoit --- diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py index 0750df1..1d8ea62 100644 --- a/quickadapter/user_data/strategies/QuickAdapterV3.py +++ b/quickadapter/user_data/strategies/QuickAdapterV3.py @@ -665,7 +665,7 @@ class QuickAdapterV3(IStrategy): or weighting_robust_quantiles[0] >= weighting_robust_quantiles[1] ): logger.warning( - f"{pair}: invalid extrema_weighting robust_quantiles {weighting_robust_quantiles}, must be (q_low, q_high) with 0 <= q_low < q_high <= 1, using default {DEFAULTS_EXTREMA_WEIGHTING['robust_quantiles']}" + f"{pair}: invalid extrema_weighting robust_quantiles {weighting_robust_quantiles}, must be (q1, q3) with 0 <= q1 < q3 <= 1, using default {DEFAULTS_EXTREMA_WEIGHTING['robust_quantiles']}" ) weighting_robust_quantiles = DEFAULTS_EXTREMA_WEIGHTING["robust_quantiles"] else: diff --git a/quickadapter/user_data/strategies/Utils.py b/quickadapter/user_data/strategies/Utils.py index b701349..70f7990 100644 --- a/quickadapter/user_data/strategies/Utils.py +++ b/quickadapter/user_data/strategies/Utils.py @@ -311,8 +311,8 @@ def _standardize_robust( return np.zeros_like(weights, dtype=float) median = np.median(weights) - q_low, q_high = np.quantile(weights, quantiles) - iqr = q_high - q_low + q1, q3 = np.quantile(weights, quantiles) + iqr = q3 - q1 if np.isclose(iqr, 0.0): return np.zeros_like(weights, dtype=float)