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Fix dbz with `np.divide()`

bar_select
Tyler Goodlet 2020-09-11 19:32:07 -04:00
parent eb5d64ceef
commit 2cc2b32805
1 changed files with 9 additions and 1 deletions
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10
piker/fsp/_momo.py
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@ -94,7 +94,12 @@ def rsi(
up, down = np.where(df > 0, df, 0), np.where(df < 0, -df, 0) up, down = np.where(df > 0, df, 0), np.where(df < 0, -df, 0)
up_ema = ema(up, alpha, up_ema_last) up_ema = ema(up, alpha, up_ema_last)
down_ema = ema(down, alpha, down_ema_last) down_ema = ema(down, alpha, down_ema_last)
rs = up_ema / down_ema rs = np.divide(
up_ema,
down_ema,
out=np.zeros_like(up_ema),
where=down_ema!=0
)
# print(f'up_ema: {up_ema}\ndown_ema: {down_ema}') # print(f'up_ema: {up_ema}\ndown_ema: {down_ema}')
# print(f'rs: {rs}') # print(f'rs: {rs}')
# map rs through sigmoid (with range [0, 100]) # map rs through sigmoid (with range [0, 100])
@ -117,6 +122,9 @@ async def _rsi(
https://en.wikipedia.org/wiki/Relative_strength_index https://en.wikipedia.org/wiki/Relative_strength_index
""" """
sig = ohlcv['close'] sig = ohlcv['close']
# TODO: the emas here should be seeded with a period SMA as per
# wilder's original formula..
rsi_h, up_ema_last, down_ema_last = rsi(sig, period, None, None) rsi_h, up_ema_last, down_ema_last = rsi(sig, period, None, None)
# deliver history # deliver history