From 2fd42f86a29075fcb71d4c04a4fe2185a60e5d41 Mon Sep 17 00:00:00 2001 From: =?utf8?q?J=C3=A9r=C3=B4me=20Benoit?= Date: Fri, 6 Jun 2025 10:09:55 +0200 Subject: [PATCH] refactor(qav3): sensible naming to trade_price_target tunable MIME-Version: 1.0 Content-Type: text/plain; charset=utf8 Content-Transfer-Encoding: 8bit Signed-off-by: Jérôme Benoit --- quickadapter/user_data/strategies/QuickAdapterV3.py | 10 ++++++---- 1 file changed, 6 insertions(+), 4 deletions(-) diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py index 9d1c164..5509a1d 100644 --- a/quickadapter/user_data/strategies/QuickAdapterV3.py +++ b/quickadapter/user_data/strategies/QuickAdapterV3.py @@ -491,7 +491,9 @@ class QuickAdapterV3(IStrategy): isna(trade_duration) or trade_duration <= 0 ) - def get_trade_quantile_natr(self, df: DataFrame, trade: Trade) -> Optional[float]: + def get_trade_interpolation_natr( + self, df: DataFrame, trade: Trade + ) -> Optional[float]: label_natr = df.get("natr_label_period_candles") if label_natr is None or label_natr.empty: return None @@ -550,15 +552,15 @@ class QuickAdapterV3(IStrategy): trade_price_target = self.config.get("exit_pricing", {}).get( "trade_price_target", "moving_average" ) - if trade_price_target == "quantile": - return self.get_trade_quantile_natr(df, trade) + if trade_price_target == "interpolation": + return self.get_trade_interpolation_natr(df, trade) elif trade_price_target == "moving_average": return self.get_trade_moving_average_natr( df, trade.pair, trade_duration_candles ) else: raise ValueError( - f"Invalid trade_price_target: {trade_price_target}. Expected 'quantile' or 'moving_average'." + f"Invalid trade_price_target: {trade_price_target}. Expected 'interpolation' or 'moving_average'." ) def get_stoploss_distance( -- 2.43.0