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return None when high is equal to low in IBS indicator #164

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Merged
nardew merged 2 commits into from
Mar 16, 2025
Merged

return None when high is equal to low in IBS indicator #164

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560ea9b
return None when high is equal to low in IBS indicator
federodriguezh Jan 7, 2025
de9db76
return None when divisor is 0 in UO
federodriguezh Jan 8, 2025
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2 changes: 1 addition & 1 deletion talipp/indicators/IBS.py
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Original file line number Diff line number Diff line change
Expand Up @@ -35,4 +35,4 @@ def _calculate_new_value(self) -> Any:
return None

candle: OHLCV = self.input_values[-1]
return (candle.close - candle.low) / (candle.high - candle.low)
return None if candle.high == candle.low else (candle.close - candle.low) / (candle.high - candle.low)
13 changes: 10 additions & 3 deletions talipp/indicators/UO.py
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Expand Up @@ -58,8 +58,15 @@ def _calculate_new_value(self) -> Any:
if not has_valid_values(self.buy_press, self.slow_period):
return None

avg_fast = sum(self.buy_press[-self.fast_period:]) / float(sum(self.true_range[-self.fast_period:]))
avg_mid = sum(self.buy_press[-self.mid_period:]) / float(sum(self.true_range[-self.mid_period:]))
avg_slow = sum(self.buy_press[-self.slow_period:]) / float(sum(self.true_range[-self.slow_period:]))
fast_sum = sum(self.true_range[-self.fast_period:])
mid_sum = sum(self.true_range[-self.mid_period:])
slow_sum = sum(self.true_range[-self.slow_period:])

if fast_sum == 0 or mid_sum == 0 or slow_sum == 0:
return None

avg_fast = sum(self.buy_press[-self.fast_period:]) / float(fast_sum)
avg_mid = sum(self.buy_press[-self.mid_period:]) / float(mid_sum)
avg_slow = sum(self.buy_press[-self.slow_period:]) / float(slow_sum)

return 100.0 * (4.0 * avg_fast + 2.0 * avg_mid + avg_slow) / 7.0
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