Open hysech opened 4 months ago
Hi @hysech ,
it's difficult to judge what is going wrong in your script. What is in gl.rsi1l
and gl.b1l_bar
at the line where it fails? Can you print those values in the line right before it?
Also when pasting a code, please enclose it between triple backticks to render it properly, otherwise it is not very readable.
Hi Nardew, sorry for my delay. I am too old and too slow. I tried to prepare testing data in more readable form as far as my not advanced lknowledge of Python allowed, see appended files. At my first glance at the data I thought that the root may be in my using of global variables. So I added testing local variables as well and corrected some mistakes in my source. The local variables now have the same behavior as global ones. From this I assume, the mistake is on my side, I do not understand how to use the RSI, TSI classes in a new version of TALIPP properly. In my case I would like to calculate rsi, tsi values for 3 different lengths of data bars like 10 sec, 1min, 10min at the same program. May I ask you to show me simple example how to use 3 different calls of RSI class that keep relation to their own data source? I tried to use same code which was working for previous talipp version and now for new version I am dependent on "input values" function that I have to repeat for last 200 bars after each new data bar. In fact your library is pretty fast and I am able to reach needed speed of the run. But I feel like a fool to make such technical nonse just for my poor knowledge of the object oriented python. Thank you in advance for your response and help, Hynek https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campaign=sig-email&utm_content=webmail Neobsahuje žádné viry.www.avast.com https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campaign=sig-email&utm_content=webmail <#m_-3670896732873681728_DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2>
st 1. 5. 2024 v 22:28 odesílatel nardew @.***> napsal:
Hi, it's difficult to judge what is going wrong in your script. What is in gl.rsi1l and gl.b1l_bar at the line where it fails? Can you print those values in the line right before it?
Also when pasting a code, please enclose it between triple backticks to render it properly, otherwise it is not very readable.
— Reply to this email directly, view it on GitHub https://github.com/nardew/talipp/issues/134#issuecomment-2089081675, or unsubscribe https://github.com/notifications/unsubscribe-auth/AQITNIOJFFXXMFXF5SZUB3LZAFF73AVCNFSM6AAAAABG662V66VHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMZDAOBZGA4DCNRXGU . You are receiving this because you authored the thread.Message ID: @.***>
---------- Forwarded message --------- Od: Hynek Sechovsky senior @.> Date: út 14. 5. 2024 v 18:34 Subject: Re: [nardew/talipp] Sorry Nardew, my poor knowledge - After the upgrade to 2.2.1 I can only initialize indicators RSI and TSI but cannot add a new input using rsi().add() and tsi().add(). (Issue #134) To: nardew/talipp < @.>
Hi Nardew, sorry for my delay. I am too old and too slow. I tried to prepare testing data in more readable form as far as my not advanced lknowledge of Python allowed, see appended files. At my first glance at the data I thought that the root may be in my using of global variables. So I added testing local variables as well and corrected some mistakes in my source. The local variables now have the same behavior as global ones. From this I assume, the mistake is on my side, I do not understand how to use the RSI, TSI classes in a new version of TALIPP properly. In my case I would like to calculate rsi, tsi values for 3 different lengths of data bars like 10 sec, 1min, 10min at the same program. May I ask you to show me simple example how to use 3 different calls of RSI class that keep relation to their own data source? I tried to use same code which was working for previous talipp version and now for new version I am dependent on "input values" function that I have to repeat for last 200 bars after each new data bar. In fact your library is pretty fast and I am able to reach needed speed of the run. But I feel like a fool to make such technical nonse just for my poor knowledge of the object oriented python. Thank you in advance for your response and help, Hynek https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campaign=sig-email&utm_content=webmail Neobsahuje žádné viry.www.avast.com https://www.avast.com/sig-email?utm_medium=email&utm_source=link&utm_campaign=sig-email&utm_content=webmail <#m_-3019286199351059079m-3670896732873681728_DAB4FAD8-2DD7-40BB-A1B8-4E2AA1F9FDF2>
st 1. 5. 2024 v 22:28 odesílatel nardew @.***> napsal:
Hi, it's difficult to judge what is going wrong in your script. What is in gl.rsi1l and gl.b1l_bar at the line where it fails? Can you print those values in the line right before it?
Also when pasting a code, please enclose it between triple backticks to render it properly, otherwise it is not very readable.
— Reply to this email directly, view it on GitHub https://github.com/nardew/talipp/issues/134#issuecomment-2089081675, or unsubscribe https://github.com/notifications/unsubscribe-auth/AQITNIOJFFXXMFXF5SZUB3LZAFF73AVCNFSM6AAAAABG662V66VHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMZDAOBZGA4DCNRXGU . You are receiving this because you authored the thread.Message ID: @.***>
Hi @hysech , instantiating three independent RSI indicators should not be problematic in any way:
close = random.sample(range(1, 10000), 1000)
rsi1 = RSI(2, input_values=close)
rsi2 = RSI(3, input_values=close)
rsi3 = RSI(4, input_values=close)
print(rsi1[-1])
print(rsi2[-1])
print(rsi3[-1])
Output:
65.18165798725016
59.795855990107746
56.95817180954775
Some logging output I asked for above could help.
Hello Nardew, sorry to disturb you. I used your older version of talipp at the same code without any issue. After the upgrade to 2.2.1 I can only initialize indicators RSI and TSI but cannot add a new input using rsi().add() and tsi().add(). Maybe the reason is in my using global variables gl.rsi, gl. tsi or other trik in Python, but I am stalling 2 weeks already. To go on in debugging I have to initialize rsi, tsi repeatedly and after a limit use .purge_oldest which for some reason is working!?!? Of course repeating the initializations is very time consuming and downgrading to older version is the last step? I tried to add type(R/TSI) to the declaration of the global var. but it did not help.
My config file with globals:
from talipp.indicators import TSI, RSI, EMA, SMA, Stoch tsi1l = type(TSI) # TSI(13, 25, input_values = close_1ll)
tsi1l.add() = TSI(13, 25, input_values = close_1ll).add()
rsi1l = type(RSI) # RSI(14, input_values = close_1ll)
rsi1l.add() = RSI(14, input_values = close_1ll).add()
tsi2l = type(TSI) # TSI(13, 25, input_values = close_1ll) rsi2l = type(RSI) # RSI(14, input_values = close_1ll) tsi3l = type(TSI) # TSI(13, 25, input_values = close_1ll) rsi3l = type(RSI) # RSI(14, input_values = close_1ll)
Code using talipp is of this type:
if len(gl.b1ldframe) < 50: gl.close_1ll += [gl.b1l_close]
logger.info(f'gl.close_1ll = {gl.close_1ll}')
else:
RSI and TSI needs for my data(S&P2000, future) more than 30 bars to calculate a value, NaNs at start. RSI, TSI values for 1st 50 bars. When the second part of code is executed (see gl.rsi1l.add(gl.b1l_bar[4]), error message occurs:
File "name.py", line 394, in genbars xlst = gl.b1l_bar + [gl.rsi1l.add(gl.b1l_bar[4])[-1]]