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:
parent
a2730cd86e
commit
0b825e96aa
@ -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 | \
|
RUN curl -L http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz | \
|
||||||
tar xzvf - && \
|
tar xzvf - && \
|
||||||
cd ta-lib && \
|
cd ta-lib && \
|
||||||
|
sed -i "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h && \
|
||||||
./configure && make && make install && \
|
./configure && make && make install && \
|
||||||
cd .. && rm -rf ta-lib
|
cd .. && rm -rf ta-lib
|
||||||
ENV LD_LIBRARY_PATH /usr/local/lib
|
ENV LD_LIBRARY_PATH /usr/local/lib
|
||||||
|
15
freqtrade/tests/test_talib.py
Normal file
15
freqtrade/tests/test_talib.py
Normal 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])
|
@ -1,7 +1,11 @@
|
|||||||
if [ ! -f "ta-lib/CHANGELOG.TXT" ]; then
|
if [ ! -f "ta-lib/CHANGELOG.TXT" ]; then
|
||||||
tar zxvf ta-lib-0.4.0-src.tar.gz
|
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
|
else
|
||||||
echo "TA-lib already installed, skipping download and build."
|
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
|
fi
|
||||||
|
Loading…
Reference in New Issue
Block a user