Open gucasbrg opened 5 months ago
It doesn't become all zeros, but I'm not sure why the initial values are ~0, have to look at it closer maybe.
In [1]: import numpy as np
In [2]: import talib as ta
In [3]: x1 = np.load('x1.npy')
...: x2 = np.load('x2.npy')
...: x3 = np.load('x3.npy')
...:
In [4]: r = ta.NATR(x1, x2, x3, timeperiod=14)
In [6]: r
Out[6]:
array([ nan, nan, nan, ..., -252.67133272,
-241.77978634, -222.86091276])
In [7]: r[:100]
Out[7]:
array([ nan, nan, nan, nan,
nan, nan, nan, nan,
nan, nan, nan, nan,
nan, nan, 0.00000000e+000, 2.15081535e-314,
2.15084699e-314, 2.15081535e-314, 2.38508723e-314, 2.38509025e-314,
2.15358054e-314, 2.15084699e-314, 2.15358054e-314, 2.38508794e-314,
2.38508621e-314, 2.15085935e-314, 2.38508462e-314, 2.15085935e-314,
2.38508804e-314, 2.15357763e-314, 2.15084699e-314, 2.38508555e-314,
2.38508851e-314, 2.15082759e-314, 2.15084699e-314, 2.15082759e-314,
2.38508968e-314, 2.38508612e-314, 2.14447468e-314, 2.15084699e-314,
2.14447468e-314, 2.38508859e-314, 2.38508934e-314, 2.15075115e-314,
2.15084699e-314, 2.15075115e-314, 2.38508427e-314, 2.38508714e-314,
2.15077545e-314, 2.15084699e-314, 2.15077545e-314, 2.38508560e-314,
2.38508984e-314, 2.15358013e-314, 2.15084699e-314, 2.15358013e-314,
2.38508956e-314, 2.38508536e-314, 2.14564750e-314, 2.15084699e-314,
2.14564750e-314, 2.38508740e-314, 2.38508882e-314, 2.15079954e-314,
2.15084699e-314, 2.15079954e-314, 2.38508702e-314, 2.38508602e-314,
2.15059941e-314, 2.15084699e-314, 2.15059941e-314, 2.38508657e-314,
2.38508885e-314, 2.14868621e-314, 2.15084699e-314, 2.14868621e-314,
2.38508531e-314, 2.38508674e-314, 2.15080767e-314, 2.15084699e-314,
2.15080767e-314, 2.38508918e-314, 2.38508638e-314, 2.15082959e-314,
2.15084699e-314, 2.15082959e-314, 2.38508799e-314, 2.38508662e-314,
2.15086285e-314, 2.15084699e-314, 2.15086285e-314, 2.38508517e-314,
2.38508735e-314, 2.14662694e-314, 2.38508631e-314, 2.14662694e-314,
2.38508690e-314, 2.14762244e-314, 2.15084699e-314, 2.38508823e-314])
In [8]: r[100:200]
Out[8]:
array([ 2.38508633e-314, 2.15072236e-314, 2.38508538e-314,
2.15072236e-314, 2.38508749e-314, 2.15086156e-314,
2.38509105e-314, 2.38509108e-314, 2.15483403e-314,
2.15084699e-314, 2.38509110e-314, 2.38509112e-314,
2.14564861e-314, 2.38509115e-314, 2.14564861e-314,
2.38509117e-314, 2.15078548e-314, 2.15084699e-314,
2.38509119e-314, 2.38509122e-314, 2.14564864e-314,
2.38509124e-314, 2.14564864e-314, 2.38509127e-314,
2.14564583e-314, 2.15084699e-314, 2.38509129e-314,
2.38509131e-314, 2.15073361e-314, 2.38509134e-314,
2.15073361e-314, 2.38509136e-314, 2.15072353e-314,
2.15084699e-314, 2.38509138e-314, 2.38509141e-314,
2.15073361e-314, 2.38509143e-314, 2.15073361e-314,
2.38509145e-314, 2.14564618e-314, 2.38509148e-314,
2.38509150e-314, 2.15491235e-314, 2.15084805e-314,
2.38509153e-314, 2.14712372e-314, 2.38509155e-314,
2.38509157e-314, 2.15491251e-314, 2.15084805e-314,
2.38509160e-314, 2.14712293e-314, 2.38509162e-314,
2.38509164e-314, 2.15491238e-314, 2.15084699e-314,
2.38509167e-314, 2.38509169e-314, 2.15073361e-314,
2.38509172e-314, 2.15073361e-314, 2.38509174e-314,
7.27720355e+001, 7.11351962e+001, 6.96721234e+001,
7.04181050e+001, 7.54645854e+001, 8.55322620e+001,
9.53305916e+001, 1.04393368e+002, 1.10398671e+002,
1.11875702e+002, 1.13083248e+002, 1.14092627e+002,
1.15133525e+002, 1.16161142e+002, 1.23706637e+002,
1.31069486e+002, 1.38575068e+002, 1.46799978e+002,
1.49581612e+002, 1.55800334e+002, 1.69201162e+002,
2.07889468e+002, 7.58211146e+002, 1.12955155e+004,
1.65019307e+002, 1.32951872e+002, 1.24512123e+002,
1.32892189e+002, 1.47207693e+002, 1.69148266e+002,
2.04277895e+002, 2.67542693e+002, 4.09486356e+002,
7.09521998e+002, 9.90584944e+002, 6.69927309e+002,
-3.94789948e+003])
In [7]: r = ta.NATR(x1.flatten(), x2.flatten(), x3.flatten(), timeperiod=14)
In [8]: r[:100]
Out[8]:
array([nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan, nan,
nan, 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,
0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,
0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,
0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,
0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,
0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 0.,
0., 0., 0., 0., 0., 0., 0., 0., 0.])
In [9]: r[100:200]
Out[9]:
array([ 0. , 0. , 0. , 0. ,
0. , 0. , 0. , 0. ,
0. , 0. , 0. , 0. ,
0. , 0. , 0. , 0. ,
0. , 0. , 0. , 0. ,
0. , 0. , 0. , 0. ,
0. , 0. , 0. , 0. ,
0. , 0. , 0. , 0. ,
0. , 0. , 0. , 0. ,
0. , 0. , 0. , 0. ,
0. , 0. , 0. , 0. ,
0. , 0. , 0. , 0. ,
0. , 0. , 0. , 0. ,
0. , 0. , 0. , 0. ,
0. , 0. , 0. , 0. ,
0. , 0. , 0. , 72.77203545,
71.13519618, 69.67212345, 70.41810497, 75.46458542,
85.53226199, 95.33059159, 104.3933683 , 110.39867053,
111.87570231, 113.08324841, 114.09262749, 115.13352545,
116.16114151, 123.70663687, 131.06948569, 138.57506813,
146.79997804, 149.5816119 , 155.80033379, 169.20116231,
207.88946832, 758.21114577, 11295.51548872, 165.01930733,
132.9518719 , 124.51212282, 132.89218869, 147.20769277,
169.14826558, 204.27789478, 267.54269313, 409.48635643,
709.52199833, 990.58494426, 669.92730938, -3947.89947949])
data.zip