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fix: Handle pandas-ta indicators with fillna and numpy conversion

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Bobby (aider) 2025-02-13 23:11:06 -08:00
parent f90794a11c
commit af51b62d49
1 changed files with 14 additions and 13 deletions
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27
src/pages/backtesting/backtesting_page.py
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@ -18,24 +18,25 @@ class DynamicStrategy(Strategy):
# Initialize all selected indicators # Initialize all selected indicators
for ind_name, ind_config in self.indicator_configs.items(): for ind_name, ind_config in self.indicator_configs.items():
if ind_config['type'] == 'SMA': if ind_config['type'] == 'SMA':
self.indicators[ind_name] = self.I(lambda x: ta.sma(x, length=ind_config['params']['length']), self.data.Close) self.indicators[ind_name] = self.I(lambda x: ta.sma(x, length=int(ind_config['params']['length'])).fillna(0).to_numpy(), self.data.Close)
elif ind_config['type'] == 'EMA': elif ind_config['type'] == 'EMA':
self.indicators[ind_name] = self.I(lambda x: ta.ema(x, length=ind_config['params']['length']), self.data.Close) self.indicators[ind_name] = self.I(lambda x: ta.ema(x, length=int(ind_config['params']['length'])).fillna(0).to_numpy(), self.data.Close)
elif ind_config['type'] == 'RSI': elif ind_config['type'] == 'RSI':
self.indicators[ind_name] = self.I(lambda x: ta.rsi(x, length=ind_config['params']['length']), self.data.Close) self.indicators[ind_name] = self.I(lambda x: ta.rsi(x, length=int(ind_config['params']['length'])).fillna(0).to_numpy(), self.data.Close)
elif ind_config['type'] == 'MACD': elif ind_config['type'] == 'MACD':
fast = ind_config['params']['fast'] fast = int(ind_config['params']['fast'])
slow = ind_config['params']['slow'] slow = int(ind_config['params']['slow'])
signal = ind_config['params']['signal'] signal = int(ind_config['params']['signal'])
self.indicators[f"{ind_name}_macd"] = self.I(lambda x: ta.macd(x, fast=fast, slow=slow, signal=signal).iloc[:,0], self.data.Close) macd = self.I(lambda x: ta.macd(x, fast=fast, slow=slow, signal=signal), self.data.Close)
self.indicators[f"{ind_name}_signal"] = self.I(lambda x: ta.macd(x, fast=fast, slow=slow, signal=signal).iloc[:,2], self.data.Close) self.indicators[f"{ind_name}_macd"] = self.I(lambda x: x.iloc[:,0].fillna(0).to_numpy(), macd)
self.indicators[f"{ind_name}_signal"] = self.I(lambda x: x.iloc[:,2].fillna(0).to_numpy(), macd)
elif ind_config['type'] == 'BB': elif ind_config['type'] == 'BB':
length = ind_config['params']['length'] length = int(ind_config['params']['length'])
std = ind_config['params']['std'] std = float(ind_config['params']['std'])
bbands = self.I(lambda x: ta.bbands(x, length=length, std=std), self.data.Close) bbands = self.I(lambda x: ta.bbands(x, length=length, std=std), self.data.Close)
self.indicators[f"{ind_name}_upper"] = self.I(lambda x: x.iloc[:,0], bbands) self.indicators[f"{ind_name}_upper"] = self.I(lambda x: x.iloc[:,0].fillna(0).to_numpy(), bbands)
self.indicators[f"{ind_name}_middle"] = self.I(lambda x: x.iloc[:,1], bbands) self.indicators[f"{ind_name}_middle"] = self.I(lambda x: x.iloc[:,1].fillna(0).to_numpy(), bbands)
self.indicators[f"{ind_name}_lower"] = self.I(lambda x: x.iloc[:,2], bbands) self.indicators[f"{ind_name}_lower"] = self.I(lambda x: x.iloc[:,2].fillna(0).to_numpy(), bbands)
def next(self): def next(self):
# Simple example strategy - should be customized based on user input # Simple example strategy - should be customized based on user input