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fix: sync 28+ Python default params with C# constructors

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Miha Kralj
2026-03-01 22:04:30 -08:00
parent ce4416d388
commit ce04e2792b
7 changed files with 31 additions and 31 deletions
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python/quantalib/momentum.py
+1 -1
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@@ -123,7 +123,7 @@ def rocr(close: object, period: int = 14, offset: int = 0, **kwargs) -> object:
return _wrap(output, idx, f"ROCR_{period}", "momentum", offset)
def sam(close: object, alpha: float = 2.0, cutoff: int = 10, offset: int = 0, **kwargs) -> object:
def sam(close: object, alpha: float = 0.07, cutoff: int = 8, offset: int = 0, **kwargs) -> object:
"""Simple Alpha Momentum."""
alpha = float(alpha)
cutoff = int(cutoff)