ZeroDivisionError: float division by zero on RSI

Mike

I'm receiving following error on 15m time frame, on other timeframes strategy works well

Starting Portfolio Value: 100000.00
Traceback (most recent call last):
File "/home/bs/SOFT/ALGO/pierwszy.py", line 189, in <module>
cerebro.run()
File "/home/bs/.local/lib/python3.6/site-packages/backtrader/cerebro.py", line 1127, in run
runstrat = self.runstrategies(iterstrat)
File "/home/bs/.local/lib/python3.6/site-packages/backtrader/cerebro.py", line 1293, in runstrategies
self._runonce(runstrats)
File "/home/bs/.local/lib/python3.6/site-packages/backtrader/cerebro.py", line 1652, in _runonce
strat._once()
File "/home/bs/.local/lib/python3.6/site-packages/backtrader/lineiterator.py", line 292, in _once
indicator._once()
File "/home/bs/.local/lib/python3.6/site-packages/backtrader/lineiterator.py", line 292, in _once
indicator._once()
File "/home/bs/.local/lib/python3.6/site-packages/backtrader/linebuffer.py", line 632, in _once
self.once(self._minperiod, self.buflen())
File "/home/bs/.local/lib/python3.6/site-packages/backtrader/linebuffer.py", line 756, in once
self._once_op(start, end)
File "/home/bs/.local/lib/python3.6/site-packages/backtrader/linebuffer.py", line 773, in _once_op
dst[i] = op(srca[i], srcb[i])
ZeroDivisionError: float division by zero

Process finished with exit code 1

The strategy I'm using, if I change period to 21 everything is working fine

class fs(bt.Strategy):

def __init__(self):
    self.rsi = bt.indicators.RSI_SMA(self.data.close, period=14)

def next(self):
    if not self.position:
        if self.rsi < 30:
            self.buy(size=1)
    else:
        if self.rsi > 70:
            self.sell(size=1)

backtrader

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backtrader

Thin trading, values don't change.

Docs - Indicator Reference - RSI_Safe

Mike

@backtrader Thank you safediv resolved the issue

backtrader

It's not a perfect solution. Because the original definition of the RSI doesn't have provisions for the case in which a DivisionByZero happens. This only happens when the prices don't change over time, which was possibly not contemplated by the author, back then.