From 43d3a827322571bd765b859ca638c3b600e2be71 Mon Sep 17 00:00:00 2001 From: =?utf8?q?J=C3=A9r=C3=B4me=20Benoit?= Date: Thu, 5 Jun 2025 18:39:30 +0200 Subject: [PATCH] refactor(qav3): use numpy interpolation instead of open coding it 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 | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py index 9cbf23e..0763374 100644 --- a/quickadapter/user_data/strategies/QuickAdapterV3.py +++ b/quickadapter/user_data/strategies/QuickAdapterV3.py @@ -503,8 +503,8 @@ class QuickAdapterV3(IStrategy): ) if isna(trade_volatility_quantile): return None - return entry_natr * trade_volatility_quantile + current_natr * ( - 1.0 - trade_volatility_quantile + return np.interp( + trade_volatility_quantile, [0.0, 1.0], [current_natr, entry_natr] ) def get_trade_moving_average_natr( -- 2.43.0