Use more conservative 1e-6 to prevent division by zero.

2024-11-17 15:52:35 -08:00
parent 3158d7479d
commit 41c62e1af2
1 changed files with 2 additions and 2 deletions
@@ -358,8 +358,8 @@ def calculate_market_conditions(df, lookback_window=180):
    df["Log_Return"] = df["Log_Return"].fillna(method="bfill")

    # Recent vs historical volatility ratio
-    recent_vol = max(df["Log_Return"].tail(30).std(), 1e-8)  # Prevent division by zero
-    historical_vol = max(df["Log_Return"].tail(lookback_window).std(), 1e-8)
+    recent_vol = max(df["Log_Return"].tail(30).std(), 1e-6)  # Prevent division by zero
+    historical_vol = max(df["Log_Return"].tail(lookback_window).std(), 1e-6)
    metrics["vol_ratio"] = recent_vol / historical_vol

    # Trend strength using log prices