min_hold

Defined in fynance.signal

min_hold(pos, hold, tol=1e-9)

Enforce a minimum holding period between position changes.

Once the position changes, it is frozen for ``hold`` bars before another change can take effect — a hard cap on trade frequency. Strictly causal.

Parameters:

posarray-like, shape (T,)

Position series (e.g. already mapped to a target).

holdint

Minimum number of bars between two changes (hold <= 1 is a no-op).

tolfloat

Changes smaller than tol are treated as no change.

Examples

>>> import numpy as np
>>> min_hold(np.array([1., -1., 1., -1., 1., -1.]), hold=3)
array([ 1.,  1.,  1., -1., -1., -1.])