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applicate rifiniture in output

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fredmaloggia
2025-12-29 22:21:55 +01:00
parent f5c668f70f
commit 5f668cbb6d
5 changed files with 39 additions and 24 deletions
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24
Trading Pattern Recon w Hurst - ETF.py
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@@ -398,8 +398,8 @@ RUN_CONFIG = CONFIG.get("run", {})
SIGNALS_CONFIG = CONFIG.get("signals", {})
PRICES_CONFIG = CONFIG.get("prices", {})
OUTPUT_DIR = Path(PATHS_CONFIG.get("output_dir", "output_etf"))
PLOT_DIR = Path(PATHS_CONFIG.get("plot_dir", "plot"))
OUTPUT_DIR = Path(PATHS_CONFIG.get("output_dir", "out_etf"))
PLOT_DIR = Path(PATHS_CONFIG.get("plot_dir", "plot_etf"))
OUTPUT_DIR.mkdir(parents=True, exist_ok=True)
PLOT_DIR.mkdir(parents=True, exist_ok=True)
@@ -720,17 +720,17 @@ def h_min_100(returns: pd.Series, month_len: int = 21):
tail = np.concatenate(([0.0], csum[:-k]))
return head - tail
for k in range(1, n + 1):
rs = rolling_sum_k(k)
if rs.size == 0:
break
roll_ret = np.exp(rs) - 1.0
if np.all(roll_ret >= 0):
h_days = k
h_months = int(np.ceil(h_days / month_len))
return h_days, h_months
for k in range(1, n + 1):
rs = rolling_sum_k(k)
if rs.size == 0:
break
roll_ret = np.exp(rs) - 1.0
if np.all(roll_ret >= 0):
h_days = k
h_months = int(np.ceil(h_days / month_len))
return h_days, h_months
return np.nan, np.nan
return np.nan, np.nan
if "portfolio_metric_row" not in globals():
def portfolio_metric_row(name: str, r: pd.Series):