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Pull Request ProposalsPull Request Proposalsby0x873f2CCFEB3C10154067DF4F3ADf67242c62b71e0x873f…b71e

#5146 Fix/Avellaneda - remove _latest_parameter_calculation_vol

Voting ended almost 4 years agoSucceeded

The _latest_parameter_calculation_vol parameter needs to be removed. It's a leftover of a previous implementation, it's use corrupts volatility measurement. When the measured volatility is 0, an arbitrary value of the _latest_parameter_calculation_vol is being substituted which leads to incorrect spikes in volatility that don't corresponds to the market.

Link: https://github.com/hummingbot/hummingbot/pull/5146

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Timeline

Mar 07, 2022Proposal created
Mar 11, 2022Proposal vote started
Mar 14, 2022Proposal vote ended
Oct 26, 2023Proposal updated