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fix talib bug on bollinger bands and other indicators when working on small assets, rise talib prescision and add test associated

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This commit is contained in:
Axel Cherubin
2018-08-05 16:08:49 -04:00
parent a2730cd86e
commit 0b825e96aa
3 changed files with 22 additions and 2 deletions
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1
Dockerfile
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@@ -5,6 +5,7 @@ RUN apt-get update && apt-get -y install curl build-essential && apt-get clean
RUN curl -L http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz | \
tar xzvf - && \
cd ta-lib && \
sed -i "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h && \
./configure && make && make install && \
cd .. && rm -rf ta-lib
ENV LD_LIBRARY_PATH /usr/local/lib

15
freqtrade/tests/test_talib.py Normal file
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@@ -0,0 +1,15 @@
import talib.abstract as ta
import pandas as pd
def test_talib_bollingerbands_near_zero_values():
inputs = pd.DataFrame([
{'close': 0.00000010},
{'close': 0.00000011},
{'close': 0.00000012},
{'close': 0.00000013},
{'close': 0.00000014}
])
bollinger = ta.BBANDS(inputs, matype=0, timeperiod=2)
assert (bollinger['upperband'][3] != bollinger['middleband'][3])

8
install_ta-lib.sh
View File

@@ -1,7 +1,11 @@
if [ ! -f "ta-lib/CHANGELOG.TXT" ]; then
tar zxvf ta-lib-0.4.0-src.tar.gz
cd ta-lib && ./configure && make && sudo make install && cd ..
cd ta-lib && \
sed -i "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h && \
./configure && make && sudo make install && cd ..
else
echo "TA-lib already installed, skipping download and build."
cd ta-lib && sudo make install && cd ..
cd ta-lib && \
sed -i "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h && \
sudo make install && cd ..
fi