From: Jérôme Benoit Date: Wed, 14 May 2025 17:37:06 +0000 (+0200) Subject: refactor(qav3): add missing type X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=fedc9ae90b916f499375d6a3bb894fd3783f291b;p=freqai-strategies.git refactor(qav3): add missing type Signed-off-by: Jérôme Benoit --- diff --git a/quickadapter/user_data/strategies/Utils.py b/quickadapter/user_data/strategies/Utils.py index 6b55549..087ffda 100644 --- a/quickadapter/user_data/strategies/Utils.py +++ b/quickadapter/user_data/strategies/Utils.py @@ -43,14 +43,16 @@ def derive_gaussian_std_from_window(window: int) -> float: return (window - 1) / 6.0 if window > 1 else 0.5 -def zero_phase_gaussian(series: pd.Series, window: int, std: float): +def zero_phase_gaussian(series: pd.Series, window: int, std: float) -> pd.Series: kernel = gaussian(window, std=std) kernel /= kernel.sum() padding_length = window - 1 - padded_series = np.pad(series.values, (padding_length, padding_length), mode="edge") + padded_series_values = np.pad( + series.values, (padding_length, padding_length), mode="edge" + ) - forward = convolve(padded_series, kernel, mode="valid") + forward = convolve(padded_series_values, kernel, mode="valid") backward = convolve(forward[::-1], kernel, mode="valid")[::-1] return pd.Series(backward, index=series.index)