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facioquo / stock-indicators-python

Stock Indicators for Python. Maintained by @LeeDongGeon1996
https://python.StockIndicators.dev
Apache License 2.0
251 stars 42 forks source link

`decimal.InvalidOperation` with small numbers #385

Closed youngpake closed 3 months ago

youngpake commented 5 months ago

Trying to use small numbers like 1.09701 doesnt work, I tried scaling and everything but I always get a decimal conversion error no matter what I try

Error message(s):

Traceback (most recent call last): File "c:/Spagetti Code Collection/Ultimate-Market-Oracle/process_trading_zones.py", line 45, in detect_patterns coordinates_list, new_dataframe = strategy.detect_pattern(ohlc_data=self.ohlc_data) File "c:\Spagetti Code Collection\Ultimate-Market-Oracle\patterns\zigzag_2_0.py", line 56, in detect_pattern zigzag_data = [{'date': x.date, 'zig_zag': x.zig_zag, 'point_type': x.point_type} for x in result] File "c:\Spagetti Code Collection\Ultimate-Market-Oracle\patterns\zigzag_2_0.py", line 56, in zigzag_data = [{'date': x.date, 'zig_zag': x.zig_zag, 'point_type': x.point_type} for x in result] File "C:\Spagetti Code Collection\Ultimate-Market-Oracle\venv\lib\site-packages\stock_indicators\indicators\zig_zag.py", line 51, in zig_zag return to_pydecimal(self._csdata.ZigZag) File "C:\Spagetti Code Collection\Ultimate-Market-Oracle\venv\lib\site-packages\stock_indicators_cstypes\decimal.py", line 36, in to_pydecimal return PyDecimal(str(cs_decimal)) decimal.InvalidOperation: [<class 'decimal.ConversionSyntax'>]

DaveSkender commented 5 months ago

Possibly related to https://github.com/facioquo/stock-indicators-python/issues/382#issuecomment-2125019121

LeeDongGeon1996 commented 5 months ago

@youngpake Sorry for inconvenient. It looks like locale setting does not match with your Python environment. To investigate it, could you give me the results after running the below?

On Python:

from decimal import Decimal
value = Decimal(12.345)
print(value) # case 1
print('{:n}'.format(value)) # case 2
print(format(value, 'n')) # case 3

import locale
print(locale.getlocale(locale.LC_ALL))
print(locale.localeconv())

On your terminal:

locale
youngpake commented 5 months ago

12.3450000000000006394884621840901672840118408203125 12.3450000000000006394884621840901672840118408203125 12.3450000000000006394884621840901672840118408203125 Traceback (most recent call last): File "test.py", line 8, in print(locale.getlocale(locale.LC_ALL)) File "C:\Users\wytse\AppData\Local\Programs\Python\Python38\lib\locale.py", line 590, in getlocale raise TypeError('category LC_ALL is not supported') TypeError: category LC_ALL is not supported

youngpake commented 5 months ago

im using python 3.8, could that be the problem?

LeeDongGeon1996 commented 5 months ago

@youngpake I don't think it's a Python version problem. oh.. you are using Windows system. I'm sorry but could you print the zigzag results using the code below? I'm not using Windows system now, so It's hard to figure out.

for r in results:
      print(str(r.date) + ", " + str(r._csdata.ZigZag))
LeeDongGeon1996 commented 5 months ago

@youngpake I've just made a quick patch, could you try with this one? You can try with following commands:

pip uninstall stock-indicators
pip install git+https://github.com/LeeDongGeon1996/Stock.Indicators.Python.git@fix/apply-locale
youngpake commented 5 months ago

its running without errors but only setting a single zigzag point on 2500 rows.

def calculate(self, data: pd.DataFrame) -> pd.DataFrame:
    quotes = [Quote(date=row['date'], open=row['open'], high=row['high'], low=row['low'], close=row['close'], volume=row['volume'])
              for index, row in data.iterrows()]

    zigzag_results = indicators.get_zig_zag(quotes, EndType.CLOSE, self.depth)

    for result in zigzag_results:
        data.loc[data['date'] == result.date, 'zigzag'] = result.zig_zag
        data.loc[data['date'] == result.date, 'point_type'] = result.point_type
youngpake commented 5 months ago

Detecting pattern for ZigZagStrategy symbol timeframe open high low close volume spread real_volume date zigzag point_type 0 EURUSD H1 1.10437 1.10451 1.10411 1.10439 375.0 11.0 0.0 2024-01-02 00:00:00 NaN None 1 EURUSD H1 1.10441 1.10447 1.10354 1.10364 2207.0 3.0 0.0 2024-01-02 01:00:00 NaN None 2 EURUSD H1 1.10364 1.10384 1.10340 1.10381 2376.0 1.0 0.0 2024-01-02 02:00:00 NaN None Detected 1 zigzag points Applied zigzag strategy symbol timeframe open high low close volume spread real_volume date zigzag point_type 2506 EURUSD H1 1.08506 1.08535 1.08451 1.08494 1160.0 0.0 0.0 2024-05-27 11:00:00 NaN None 2507 EURUSD H1 1.08494 1.08672 1.08489 1.08672 1192.0 0.0 0.0 2024-05-27 12:00:00 NaN None 2508 EURUSD H1 1.08672 1.08674 1.08538 1.08629 972.0 0.0 0.0 2024-05-27 13:00:00 NaN None 2509 EURUSD H1 1.08626 1.08642 1.08565 1.08573 960.0 0.0 0.0 2024-05-27 14:00:00 NaN None 2510 EURUSD H1 1.08573 1.08595 1.08409 1.08490 1834.0 0.0 0.0 2024-05-27 15:00:00 NaN None 2511 EURUSD H1 1.08492 1.08589 1.08445 1.08551 1679.0 0.0 0.0 2024-05-27 16:00:00 NaN None 2512 EURUSD H1 1.08552 1.08596 1.08489 1.08584 1509.0 0.0 0.0 2024-05-27 17:00:00 NaN None 2513 EURUSD H1 1.08585 1.08599 1.08564 1.08596 833.0 0.0 0.0 2024-05-27 18:00:00 NaN None 2514 EURUSD H1 1.08596 1.08624 1.08595 1.08599 463.0 0.0 0.0 2024-05-27 19:00:00 NaN None 2515 EURUSD H1 1.08599 1.08609 1.08571 1.08574 251.0 0.0 0.0 2024-05-27 20:00:00 NaN None 2516 EURUSD H1 1.08574 1.08587 1.08572 1.08574 222.0 0.0 0.0 2024-05-27 21:00:00 NaN None 2517 EURUSD H1 1.08575 1.08601 1.08571 1.08598 191.0 0.0 0.0 2024-05-27 22:00:00 NaN None 2518 EURUSD H1 1.08599 1.08604 1.08559 1.08581 298.0 0.0 0.0 2024-05-27 23:00:00 NaN None 2519 EURUSD H1 1.08564 1.08594 1.08506 1.08566 3017.0 10.0 0.0 2024-05-28 00:00:00 NaN None 2520 EURUSD H1 1.08564 1.08602 1.08564 1.08594 312.0 7.0 0.0 2024-05-28 01:00:00 NaN None 2521 EURUSD H1 1.08594 1.08619 1.08589 1.08616 374.0 0.0 0.0 2024-05-28 02:00:00 NaN None 2522 EURUSD H1 1.08617 1.08684 1.08608 1.08652 1080.0 0.0 0.0 2024-05-28 03:00:00 NaN None 2523 EURUSD H1 1.08652 1.08736 1.08644 1.08724 1155.0 0.0 0.0 2024-05-28 04:00:00 NaN None 2524 EURUSD H1 1.08723 1.08768 1.08716 1.08758 922.0 0.0 0.0 2024-05-28 05:00:00 NaN None 2525 EURUSD H1 1.08759 1.08786 1.08737 1.08783 728.0 0.0 0.0 2024-05-28 06:00:00 NaN None 2526 EURUSD H1 1.08784 1.08801 1.08757 1.08760 842.0 0.0 0.0 2024-05-28 07:00:00 NaN None 2527 EURUSD H1 1.08761 1.08779 1.08727 1.08751 751.0 0.0 0.0 2024-05-28 08:00:00 NaN None 2528 EURUSD H1 1.08752 1.08799 1.08737 1.08754 1423.0 0.0 0.0 2024-05-28 09:00:00 NaN None 2529 EURUSD H1 1.08753 1.08790 1.08716 1.08774 1502.0 0.0 0.0 2024-05-28 10:00:00 NaN None 2530 EURUSD H1 1.08774 1.08797 1.08671 1.08700 1545.0 0.0 0.0 2024-05-28 11:00:00 NaN None 2531 EURUSD H1 1.08700 1.08776 1.08672 1.08769 1249.0 0.0 0.0 2024-05-28 12:00:00 NaN None 2532 EURUSD H1 1.08769 1.08799 1.08754 1.08782 1064.0 0.0 0.0 2024-05-28 13:00:00 NaN None 2533 EURUSD H1 1.08782 1.08890 1.08782 1.08841 1476.0 0.0 0.0 2024-05-28 14:00:00 NaN None 2534 EURUSD H1 1.08838 1.08847 1.08746 1.08765 2146.0 0.0 0.0 2024-05-28 15:00:00 NaN None 2535 EURUSD H1 1.08764 1.08802 1.08640 1.08648 2702.0 0.0 0.0 2024-05-28 16:00:00 1.086480000000000000000000030 None

LeeDongGeon1996 commented 5 months ago

@youngpake is that result from patched version?

DaveSkender commented 5 months ago

but only setting a single zigzag point on 2500 rows

Try using a smaller percent_change value when using smaller candle periods; it defaults to 5%, which you'd not see often in hourly Forex.

LeeDongGeon1996 commented 3 months ago

Patched version released on test PyPI. Please have a test and any feedback appreciated.

pip install -i https://test.pypi.org/simple/ stock-indicators==1.3.1.dev9
LeeDongGeon1996 commented 3 months ago

The patch finally has been released in v1.3.1.