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fix: Simplify Bollinger Bands calculation and remove debug statements

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Bobby (aider) 2025-02-13 23:26:16 -08:00
parent a4ee19a1d0
commit 6e965a2924
1 changed files with 7 additions and 27 deletions
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34
src/pages/backtesting/backtesting_page.py
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@ -56,42 +56,22 @@ class DynamicStrategy(Strategy):
std = float(ind_config['params']['std'])
def bb_calc(x):
# Debug print input data
print(f"BB input data first few values: {x[:5]}")
# Calculate BB using pandas-ta
bb_result = ta.bbands(close=pd.Series(x), length=length, std=std)
# Calculate BB directly using pandas-ta
bb_result = ta.bbands(close=x, length=length, std=std)
# Debug print the result
print(f"BB calculation direct result type: {type(bb_result)}")
print(f"BB calculation direct result:\n{bb_result.head() if hasattr(bb_result, 'head') else bb_result}")
if bb_result is None:
print("BB calculation returned None")
if bb_result is None or bb_result.empty:
return np.zeros(len(x)), np.zeros(len(x)), np.zeros(len(x))
# Get column names
bb_cols = bb_result.columns if hasattr(bb_result, 'columns') else []
print(f"BB result columns: {bb_cols}")
# Find the correct column names
upper_col = [col for col in bb_cols if 'BBU_' in col][0]
middle_col = [col for col in bb_cols if 'BBM_' in col][0]
lower_col = [col for col in bb_cols if 'BBL_' in col][0]
print(f"Found BB columns - Upper: {upper_col}, Middle: {middle_col}, Lower: {lower_col}")
# Get the column names (they should be BBL, BBM, BBU)
upper_col = f'BBU_{length}_{std}.0'
middle_col = f'BBM_{length}_{std}.0'
lower_col = f'BBL_{length}_{std}.0'
# Extract and process the values
upper = bb_result[upper_col].fillna(method='ffill').fillna(0).values
middle = bb_result[middle_col].fillna(method='ffill').fillna(0).values
lower = bb_result[lower_col].fillna(method='ffill').fillna(0).values
# Debug print the processed values
print(f"Processed BB values first few rows:")
print(f"Upper: {upper[:5]}")
print(f"Middle: {middle[:5]}")
print(f"Lower: {lower[:5]}")
return upper, middle, lower
bb_vals = self.I(bb_calc, self.data.Close)