From 33cd90159c86a127740db13b7fe2d0cd3a28b1ce Mon Sep 17 00:00:00 2001 From: =?utf8?q?J=C3=A9r=C3=B4me=20Benoit?= Date: Thu, 6 Feb 2025 14:35:42 +0100 Subject: [PATCH] perf: refine extrema computation rolling window MIME-Version: 1.0 Content-Type: text/plain; charset=utf8 Content-Transfer-Encoding: 8bit Signed-off-by: Jérôme Benoit --- quickadapter/user_data/config-template.json | 4 ++-- quickadapter/user_data/strategies/QuickAdapterV3.py | 2 +- 2 files changed, 3 insertions(+), 3 deletions(-) diff --git a/quickadapter/user_data/config-template.json b/quickadapter/user_data/config-template.json index 2b6fe86..bc3ec18 100644 --- a/quickadapter/user_data/config-template.json +++ b/quickadapter/user_data/config-template.json @@ -72,10 +72,10 @@ // // Spot meme // "pair_whitelist": [ // "DOGE/USDT", - // "PENGU/USDT", // "SHIB/USDT", // "PEPE/USDT", - // "BONK/USDT" + // "BONK/USDT", + // "WIF/USDT", // ], }, "pairlists": [ diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py index a2c1f44..af85485 100644 --- a/quickadapter/user_data/strategies/QuickAdapterV3.py +++ b/quickadapter/user_data/strategies/QuickAdapterV3.py @@ -254,7 +254,7 @@ class QuickAdapterV3(IStrategy): dataframe["maxima"] = np.where(dataframe["&s-extrema"] == 1, 1, 0) dataframe["&s-extrema"] = ( dataframe["&s-extrema"] - .rolling(window=5, win_type="gaussian", center=True) + .rolling(window=6, win_type="gaussian", center=True) .mean(std=0.5) ) return dataframe -- 2.43.0