Format of quotes problem

[rafalsza]

The problem

A clear and concise description of the bug. If known, explain why you believe the problem is within this library.

Error message(s):

Traceback (most recent call last):
  File "/mnt/0696DB8696DB7521/python_projects/trading-python/tests/smc_test/ob6.py", line 408, in <module>
    quotes_list = [
  File "/mnt/0696DB8696DB7521/python_projects/trading-python/tests/smc_test/ob6.py", line 409, in <listcomp>
    Quote(
  File "/home/rafal/py-venv/lib/python3.10/site-packages/stock_indicators/indicators/common/quote.py", line 62, in __init__
    self.open: Decimal = open if open else 0
  File "/home/rafal/py-venv/lib/python3.10/site-packages/stock_indicators/indicators/common/quote.py", line 25, in _set_open
    quote.Open = CsDecimal(value)
  File "/home/rafal/py-venv/lib/python3.10/site-packages/stock_indicators/_cstypes/decimal.py", line 21, in __new__
    return CsDecimal.Parse(str(decimal))
System.FormatException: The input string '0.50000000' was not in a correct format.
   at System.Number.ThrowFormatException[TChar](ReadOnlySpan`1 value)
   at System.Number.ParseDecimal[TChar](ReadOnlySpan`1 value, NumberStyles styles, NumberFormatInfo info)
   at System.Decimal.Parse(String s)
   at System.RuntimeMethodHandle.InvokeMethod(Object target, Void** arguments, Signature sig, Boolean isConstructor)
   at System.Reflection.MethodBaseInvoker.InvokeDirectByRefWithFewArgs(Object obj, Span`1 copyOfArgs, BindingFlags invokeAttr)

To Reproduce

from binance.client import Client
from stock_indicators import Quote
from stock_indicators import indicators
from stock_indicators.indicators.common.enums import PeriodSize, PivotPointType
from decimal import Decimal

def import_data(symbol, interval, start_date):
    client = Client()
    df = pd.DataFrame(
        client.get_historical_klines(
            symbol, start_str=start_date, interval=interval, limit=5000
        )
    ).astype(float)

    df = df.iloc[:, :6]
    df.columns = ["timestamp", "open", "high", "low", "close", "volume"]
    df["date"] = df.timestamp
    df = df.set_index("timestamp")
    df.index = pd.to_datetime(df.index, unit="ms")
    df.date = pd.to_datetime(df.date, unit="ms")

    return df
# Fetch historical data from Binance
symbol = "ARBUSDT"
df = import_data(symbol, "1d", "2022-01-01")

quotes_list = [
    Quote(
        d,
        open=Decimal(o),
        high=Decimal(h),
        low=Decimal(l),
        close=Decimal(c),
        volume=Decimal(v),
    )
    for d, o, h, l, c, v in zip(
        df["date"], df["open"], df["high"], df["low"], df["close"], df["volume"]
    )
]

results = indicators.get_pivot_points(
    quotes_list, PeriodSize.DAY, PivotPointType.STANDARD
)
print(results)

[DaveSkender]

Checkout this recent discussions

• https://github.com/DaveSkender/Stock.Indicators/discussions/1164
• https://github.com/DaveSkender/Stock.Indicators/discussions/1165

If it doesn't help you resolve your problem, please export your DataFrame data using .to_csv, and then upload it here without altering it, so we can inspect it for data compatibility issues.

df.to_csv('quotes.csv', index=False)

[LeeDongGeon1996]

Hi, @rafalsza. Thank you for detail report. I suspect the culprit is CultureInfo when parsing decimal string to C# Decimal object. We currently don't set CultureInfo explicitly, which means your local culture info is being used. So could you share the result from the code below. I need a test about it.

from stock_indicators import indicators
from System.Globalization import CultureInfo
print(CultureInfo.CurrentCulture)

[rafalsza]

quotes.csv uploaded csv

[DaveSkender]

Try adding locale.setlocale(locale.LC_ALL, 'C') before you convert from df

[DaveSkender]

Quotes provided don’t seem to be an issue. Works for me. Try to replicate: https://replit.com/@daveskender/Stock-Indicators-for-Python-Quotes-Issue-348

[DaveSkender]

@LeeDongGeon1996 do we know if this is actually the issue, using decimal points instead of commas when locale settings don't like the way quotes are formatted? @rafalsza have you tried either 1) reformatting quotes to be compatible or 2) changing your locale environment settings (in your wrapper code)?

[DaveSkender]

@rafalsza give v1.2.1 a try and see if it helps you resolve this issue. Feedback appreciated.

[rafalsza]

@rafalsza give v1.2.1 a try and see if it helps you resolve this issue. Feedback appreciated.

yes, it works now, thank you