From b1c57cf40365e66ad69822bcd868725fb041fa5f Mon Sep 17 00:00:00 2001 From: =?utf8?q?J=C3=A9r=C3=B4me=20Benoit?= Date: Fri, 21 Mar 2025 12:42:27 +0100 Subject: [PATCH] refactor(qav3): cleanup extrema smoothing code 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 | 12 +++++++----- 1 file changed, 7 insertions(+), 5 deletions(-) diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py index ce3acd4..1b46073 100644 --- a/quickadapter/user_data/strategies/QuickAdapterV3.py +++ b/quickadapter/user_data/strategies/QuickAdapterV3.py @@ -617,21 +617,23 @@ class QuickAdapterV3(IStrategy): extrema_smoothing = self.freqai_info.get("extrema_smoothing", "gaussian") if std is None: std = derive_gaussian_std_from_window(window) + gaussian_window = get_gaussian_window(std, True) + odd_window = get_odd_window(window) smoothing_methods: dict = { "gaussian": series.rolling( - window=get_gaussian_window(std, True), + window=gaussian_window, win_type="gaussian", center=True, ).mean(std=std), "zero_phase_gaussian": zero_phase_gaussian(series=series, std=std), "boxcar": series.rolling( - window=get_odd_window(window), win_type="boxcar", center=True + window=odd_window, win_type="boxcar", center=True ).mean(), "triang": series.rolling( - window=get_odd_window(window), win_type="triang", center=True + window=odd_window, win_type="triang", center=True ).mean(), - "smm": series.rolling(window=get_odd_window(window), center=True).median(), - "sma": series.rolling(window=get_odd_window(window), center=True).mean(), + "smm": series.rolling(window=odd_window, center=True).median(), + "sma": series.rolling(window=odd_window, center=True).mean(), "ewma": series.ewm(span=window).mean(), "zlewma": pta.zlma(series, length=window, mamode="ema"), } -- 2.43.0