diff options
Diffstat (limited to 'services/strategy-engine/strategies/vwap_strategy.py')
| -rw-r--r-- | services/strategy-engine/strategies/vwap_strategy.py | 4 |
1 files changed, 2 insertions, 2 deletions
diff --git a/services/strategy-engine/strategies/vwap_strategy.py b/services/strategy-engine/strategies/vwap_strategy.py index d64950e..4ee4952 100644 --- a/services/strategy-engine/strategies/vwap_strategy.py +++ b/services/strategy-engine/strategies/vwap_strategy.py @@ -1,7 +1,7 @@ from collections import deque from decimal import Decimal -from shared.models import Candle, Signal, OrderSide +from shared.models import Candle, OrderSide, Signal from strategies.base import BaseStrategy @@ -107,7 +107,7 @@ class VwapStrategy(BaseStrategy): # Standard deviation of (TP - VWAP) for bands std_dev = 0.0 if len(self._tp_values) >= 2: - diffs = [tp - v for tp, v in zip(self._tp_values, self._vwap_values)] + diffs = [tp - v for tp, v in zip(self._tp_values, self._vwap_values, strict=True)] mean_diff = sum(diffs) / len(diffs) variance = sum((d - mean_diff) ** 2 for d in diffs) / len(diffs) std_dev = variance**0.5 |