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TA-Lib / ta-lib-python

Python wrapper for TA-Lib (http://ta-lib.org/).
http://ta-lib.github.io/ta-lib-python
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SMA producing NaNs #601

Open Jark5455 opened 1 year ago

Jark5455 commented 1 year ago

Hello, it appears that with SMA, even if only a few input values are NaNs, ta-libs entire output comes out as NaN. I don't believe this is intended behavior, because even where there is a valid series of values where the SMA can be calculated, NaN values are being returned.

mrjbq7 commented 1 year ago

Intended behavior that’s how the underlying library works. Maybe not desired but many libraries like pandas provide a fillna() method that you can determine how to deal with NaNs in your data set. On Jun 27, 2023, at 2:37 PM, Jark @.***> wrote: Hello, it appears that with SMA, even if only a few input values are NaNs, ta-libs entire output comes out as NaN. I don't believe this is intended behavior, because even where there is a valid series of values where the SMA can be calculated, NaN values are being returned.

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Jark5455 commented 1 year ago

Is it possible to have TA-Lib just ignore NaNs in calculations? For example, if a period was [Nan, 0, 1, 2, 3] it would just remove Nan from the calculation and return 6 / 5. Or is there some sort of SIMD / Vectorization limitation that is preventing this?