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fix: Improve Bollinger Bands calculation with dynamic column handling

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Bobby (aider) 2025-02-13 23:28:03 -08:00
parent 6e965a2924
commit aa5952e00b
1 changed files with 8 additions and 5 deletions
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13
src/pages/backtesting/backtesting_page.py
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@ -56,16 +56,19 @@ class DynamicStrategy(Strategy):
std = float(ind_config['params']['std'])
def bb_calc(x):
# Ensure input is a pandas Series with proper index
series = pd.Series(x)
# Calculate BB using pandas-ta
bb_result = ta.bbands(close=pd.Series(x), length=length, std=std)
bb_result = ta.bbands(series, length=length, std=std)
if bb_result is None or bb_result.empty:
return np.zeros(len(x)), np.zeros(len(x)), np.zeros(len(x))
# 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'
# Get the column names from bb_result
upper_col = bb_result.columns[2] # BBU
middle_col = bb_result.columns[1] # BBM
lower_col = bb_result.columns[0] # BBL
# Extract and process the values
upper = bb_result[upper_col].fillna(method='ffill').fillna(0).values