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fix: Update Bollinger Bands calculation with correct pandas-ta column names

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Bobby (aider) 2025-02-13 23:21:37 -08:00
parent 4feaf51b4c
commit efe820317c
1 changed files with 15 additions and 4 deletions
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19
src/pages/backtesting/backtesting_page.py
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@ -56,12 +56,23 @@ class DynamicStrategy(Strategy):
std = float(ind_config['params']['std'])
def bb_calc(x):
result = ta.bbands(x, length=length, std=std)
# Use pandas-ta bbands with explicit column names
result = pd.DataFrame(ta.bbands(x, length=length, std=std))
if result is None or result.empty:
return np.zeros(len(x)), np.zeros(len(x)), np.zeros(len(x))
return (result.iloc[:,0].fillna(method='ffill').fillna(0).values,
result.iloc[:,1].fillna(method='ffill').fillna(0).values,
result.iloc[:,2].fillna(method='ffill').fillna(0).values)
# Debug print
print(f"BB calculation result columns: {result.columns}")
print(f"First few rows of BB calculation:\n{result.head()}")
# Get the correct column names from pandas-ta output
upper_col = f'BBU_{length}_{std}.0'
middle_col = f'BBM_{length}_{std}.0'
lower_col = f'BBL_{length}_{std}.0'
return (result[upper_col].fillna(method='ffill').fillna(0).values,
result[middle_col].fillna(method='ffill').fillna(0).values,
result[lower_col].fillna(method='ffill').fillna(0).values)
bb_vals = self.I(bb_calc, self.data.Close)
self.indicators[f"{ind_name}_upper"] = bb_vals[0]