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Merge pull request #1128 from Axel-CH/fix-talib-prescision

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fix talib bug on bollinger bands and other indicators
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Janne Sinivirta 2018-08-06 08:35:35 +03:00 committed by GitHub
commit 8fc0f6ecec
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4 changed files with 19 additions and 1 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

1
docs/installation.md
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@ -267,6 +267,7 @@ Official webpage: https://mrjbq7.github.io/ta-lib/install.html
wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz
tar xvzf ta-lib-0.4.0-src.tar.gz
cd ta-lib
sed -i "s|0.00000001|0.000000000000000001 |g" src/ta_func/ta_utility.h
./configure --prefix=/usr
make
make install

16
freqtrade/tests/test_talib.py Normal file
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@ -0,0 +1,16 @@
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])

2
install_ta-lib.sh
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@ -1,6 +1,6 @@
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 ..