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

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

View File

@@ -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])