From 9da9cdcd76417d8fac33798694b22797952bc305 Mon Sep 17 00:00:00 2001 From: =?utf8?q?J=C3=A9r=C3=B4me=20Benoit?= Date: Fri, 23 May 2025 11:46:28 +0200 Subject: [PATCH] fix(qav): ensure pivots confirmation window is an integer MIME-Version: 1.0 Content-Type: text/plain; charset=utf8 Content-Transfer-Encoding: 8bit Signed-off-by: Jérôme Benoit --- .../user_data/freqaimodels/QuickAdapterRegressorV3.py | 4 +++- quickadapter/user_data/strategies/Utils.py | 4 +++- 2 files changed, 6 insertions(+), 2 deletions(-) diff --git a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py index 6d00e68..2dfe511 100644 --- a/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py +++ b/quickadapter/user_data/freqaimodels/QuickAdapterRegressorV3.py @@ -934,7 +934,9 @@ def zigzag( ) -> int: quantile = volatility_quantile(pos) if np.isnan(quantile): - return round(np.median([min_window, max_window])) + return np.clip( + round(np.median([min_window, max_window]), min_window, max_window) + ).astype(int) return np.clip( round(max_window - (max_window - min_window) * quantile), diff --git a/quickadapter/user_data/strategies/Utils.py b/quickadapter/user_data/strategies/Utils.py index 1d4d6c6..c61537d 100644 --- a/quickadapter/user_data/strategies/Utils.py +++ b/quickadapter/user_data/strategies/Utils.py @@ -418,7 +418,9 @@ def zigzag( ) -> int: quantile = volatility_quantile(pos) if np.isnan(quantile): - return round(np.median([min_window, max_window])) + return np.clip( + round(np.median([min_window, max_window])), min_window, max_window + ).astype(int) return np.clip( round(max_window - (max_window - min_window) * quantile), -- 2.43.0