Getting error while implementing Stochastic Oscillator in ta-lib

[Shakti D]

Hi All

I am trying to extend Antonio's example code to include  Stochastic Oscillator using ta-lib

Original Code :

https://github.com/shaktisd/talibpython/blob/master/src/org/example/talib/smatrading.py

Following line after Line # 26 

analysis['rsi'] = ta.RSI(spy.Close, RSI_PERIOD)
 is giving me runtime error 

analysis['STOCH'] = ta.STOCH(spy.High, spy.Low, spy.Close)

Traceback (most recent call last):

  File "C:\Android\workspace\talibpython\src\org\example\talib\simplesmaexample.py", line 30, in <module>

    analysis['STOCH'] = ta.STOCH(spy.High, spy.Low, spy.Close)

  File "C:\Python27\lib\site-packages\pandas\core\frame.py", line 1550, in __setitem__

    self._set_item(key, value)

  File "C:\Python27\lib\site-packages\pandas\core\frame.py", line 1589, in _set_item

    value = self._sanitize_column(key, value)

  File "C:\Python27\lib\site-packages\pandas\core\frame.py", line 1618, in _sanitize_column

    assert(len(value) == len(self.index))

AssertionError

Any pointers guys ?

[Peter Cawthron]

Have you fixed it? It's the shape of the data returned by ta.STOCH i.e.

shape(np.reshape(ta.STOCH(spy.High, spy.Low, spy.Close), (len(spy.Close),2)))

Out[99]: (732L, 2L)

P.

[Peter Cawthron]

Sorry,posted slightly the wrong thing - I was playing in IPython.

shape(ta.STOCH(spy.High, spy.Low, spy.Close))

Out[103]: (2L, 732L)

P.

On Thursday, 29 November 2012 23:06:26 UTC, Shakti D wrote:

[Peter Cawthron]

No idea how to check in the code. Sorry:

analysis['STOCH1'] = ta.STOCH(spy.High, spy.Low, spy.Close)[0]

analysis['STOCH2'] = ta.STOCH(spy.High, spy.Low, spy.Close)[1]

See: http://www.quanttools.com/HTMLHelp/html/CT.14462.htm

P.

On Thursday, 29 November 2012 23:06:26 UTC, Shakti D wrote:

[Shakti D]

Thanks Peter ! It worked . 

I have added your id

 pcawthron 

 as a Collaborators, so now you can commit to this project

If anyone else is interested to collaborate , please mail me your github ids 

Cheers,

Shakti

--
 
 

[Peter Cawthron]

Much better solution from Antonio:

That's right Peter. The talib STOCH function return 2 values, one for the %K, the other for %D.
You could code it in one line if you wish:

analysis['STOCH_K'], analysis['STOCH_D'] = ta.STOCH(spy.High, spy.Low, spy.Close)

[Shakti D]

Not sure how to manage this , added a custom message at bottom as how to send messages to group.

need to configure the group such that History is not embedded each time someone replies.

Reply always goes to the group instead of individuals.

[Shakti D]

Now I think reply - to will automatically show talib...@googlegroups.com instead of user's email

Just that now I have to manually delete the history each time I post, Is there a way to configure this ?

[Peter Cawthron]

The reply does now show talib...@googlegroups.com

P.

On 30 November 2012 13:41, Shakti D <shak...@gmail.com> wrote:

Now I think reply - to will automatically show talib...@googlegroups.com instead of user's email

Just that now I have to manually delete the history each time I post, Is there a way to configure this ?

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