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    bta-lib adx() => Error (??!)

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    • randietrades
      randietrades last edited by

      Hi there. I'm having trouble getting bta-lib's adx() to work. Would greatly appreciate any help I can get from this group.

      Here's a small piece of code that demonstrates the problem, and below the code is the output I get from running it.

      C O D E:
      https://gist.github.com/randie/5cac0dbf845b8b323a311ed32abea2c7

      import pandas as pd
import btalib as bta

df = pd.read_csv("data/tickers/AMD.csv", parse_dates=True, index_col='Date')

df['rsi'] = bta.rsi(df).df  # works
df['adx'] = bta.adx(df).df  # does not work

print(df.tail())

      O U T P U T:

      #
# Output with adx() line commented out => works
#
(sandbox) 10:38 • screener • master • d5822cb ✗
❯ /opt/anaconda3/envs/sandbox/bin/python /Users/randie/projects/screener/bta-adx.py
                 Open       High        Low      Close  Adj Close    Volume        rsi
Date                                                                                  
2021-03-19  78.489998  79.339996  77.589996  79.059998  79.059998  42247100  42.284132
2021-03-22  79.989998  81.269997  79.220001  80.300003  80.300003  39648600  44.939105
2021-03-23  80.129997  80.339996  77.949997  78.379997  78.379997  40466600  41.737588
2021-03-24  77.550003  78.800003  76.400002  76.480003  76.480003  43753600  38.792404
2021-03-25  75.849998  76.949997  74.959999  76.220001  76.220001  44663000  38.393151

#
# Output with adx() line back in => does not work!
#
(sandbox) 10:38 • screener • master • d5822cb ✗
❯ /opt/anaconda3/envs/sandbox/bin/python /Users/randie/projects/screener/bta-adx.py
Traceback (most recent call last):
  File "/Users/randie/projects/sandbox/python/screener/adx.py", line 8, in <module>
    df['adx'] = bta.adx(df).df  # does not work
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/indicator.py", line 152, in __call__
    b_init(self, *args, **kwargs)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/indicators/directionalmove.py", line 97, in __init__
    self._pdm = self._smoother(pdm, **smoothargs)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/indicator.py", line 152, in __call__
    b_init(self, *args, **kwargs)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/indicators/directionalmove.py", line 52, in __init__
    self.o.smacc = _ewm._lfilter(alpha=1.0, beta=(p - 1) / p)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/meta/lines.py", line 343, in _lfilter
    return self._apply(_sp_lfilter)  # trigger __getattr__ for _apply
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/meta/lines.py", line 379, in call_op
    result[self._minidx:] = r = op(*sargs, **kwargs)  # run/store
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/pandas/core/window/rolling.py", line 469, in _apply
    return self._apply_blockwise(homogeneous_func, name)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/pandas/core/window/rolling.py", line 384, in _apply_blockwise
    return self._apply_series(homogeneous_func, name)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/pandas/core/window/rolling.py", line 373, in _apply_series
    result = homogeneous_func(values)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/pandas/core/window/rolling.py", line 461, in homogeneous_func
    result = calc(values)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/pandas/core/window/rolling.py", line 455, in calc
    return func(x, start, end, min_periods)
TypeError: _sp_lfilter() takes 1 positional argument but 4 were given
      run-out 2 Replies Last reply Reply Quote 1
      • run-out
        run-out @randietrades last edited by

        @randietrades I'm getting the same error.

        RunBacktest.com

        1 Reply Last reply Reply Quote 0
        • E
          elvis last edited by

          I am also getting the same error. Probably the library is wrong or badly made, I deduce that because nobody apparently knows anything about how to solve the error ...

          1 Reply Last reply Reply Quote 0
          • run-out
            run-out @randietrades last edited by

            @randietrades Try running in the terminal or anything outside Jupyter. I suspect it's a notebook thing. Working for me in Pycharm.

            RunBacktest.com

            randietrades 1 Reply Last reply Reply Quote 0
            • randietrades
              randietrades @run-out last edited by

              @run-out Thanks for your response.

              It's not a notebook thing- I am running in the terminal, not a Jupyter notebook.

              A little surprised it works in Pycharm but fails in other environments because the error is a TypeError regarding positional args which makes me think it's either a coding error or some library version incompatibility? ¯\_(ツ)_/¯

              Btw, I'm running python v3.8.8 from the Anaconda distribution. What version of python are you running? Can you post your output, the one that works in Pycharm?

              From my terminal:

              (sandbox) 20:32 • screener • master • d5822cb ✗
❯ hardpath $(which python)
/opt/anaconda3/envs/sandbox/bin/python3.8

(sandbox) 20:32 • screener • master • d5822cb ✗
❯ python bta-adx.py
Traceback (most recent call last):
  File "bta-adx.py", line 7, in <module>
    df['adx'] = bta.adx(df).df  # does not work
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/indicator.py", line 152, in __call__
    b_init(self, *args, **kwargs)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/indicators/directionalmove.py", line 97, in __init__
    self._pdm = self._smoother(pdm, **smoothargs)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/indicator.py", line 152, in __call__
    b_init(self, *args, **kwargs)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/indicators/directionalmove.py", line 52, in __init__
    self.o.smacc = _ewm._lfilter(alpha=1.0, beta=(p - 1) / p)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/meta/lines.py", line 343, in _lfilter
    return self._apply(_sp_lfilter)  # trigger __getattr__ for _apply
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/meta/lines.py", line 379, in call_op
    result[self._minidx:] = r = op(*sargs, **kwargs)  # run/store
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/pandas/core/window/rolling.py", line 469, in _apply
    return self._apply_blockwise(homogeneous_func, name)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/pandas/core/window/rolling.py", line 384, in _apply_blockwise
    return self._apply_series(homogeneous_func, name)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/pandas/core/window/rolling.py", line 373, in _apply_series
    result = homogeneous_func(values)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/pandas/core/window/rolling.py", line 461, in homogeneous_func
    result = calc(values)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/pandas/core/window/rolling.py", line 455, in calc
    return func(x, start, end, min_periods)
TypeError: _sp_lfilter() takes 1 positional argument but 4 were given
              run-out 1 Reply Last reply Reply Quote 0
              • run-out
                run-out @randietrades last edited by

                @randietrades

                I ran this in terminal in a virtual environment. BTALIB is 1.0.0 for all.

                Here is the log:

                (venv) runout@runout-acer:~/projects/scratch$ python3
Python 3.8.5 (default, Jan 27 2021, 15:41:15) 
[GCC 9.3.0] on linux
Type "help", "copyright", "credits" or "license" for more information.
>>> import btalib
>>> btalib.__version__
'1.0.0'
>>> import pandas as pd
>>> pd.__version__
'1.0.4'
>>> df = pd.read_csv("data/2006-day-001.txt", parse_dates=True, index_col='Date')
>>> adx = btalib.ADX(df).df
>>> print(f"ADX: \n{adx.tail()}")
ADX: 
                  adx
Date                 
2006-12-21  18.249594
2006-12-22  17.009876
2006-12-27  16.336722
2006-12-28  15.879341
2006-12-29  15.302485

                As you can see adx running no problem. But I notice my pandas version is a bit old. So I upgrade:

                ...
Installing collected packages: pandas
  Attempting uninstall: pandas
    Found existing installation: pandas 1.0.4
    Uninstalling pandas-1.0.4:
      Successfully uninstalled pandas-1.0.4
Successfully installed pandas-1.2.3

                Then I run the same script again as above.

                Python 3.8.5 (default, Jan 27 2021, 15:41:15) 
[GCC 9.3.0] on linux
Type "help", "copyright", "credits" or "license" for more information.
>>> import btalib
>>> btalib.__version__
'1.0.0'
>>> import pandas as pd
>>> pd.__version__
'1.2.3'
>>> df = pd.read_csv("data/2006-day-001.txt", parse_dates=True, index_col='Date')
>>> adx = btalib.ADX(df).df
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/home/runout/projects/scratch/venv/lib/python3.8/site-packages/btalib/indicator.py", line 152, in __call__
    b_init(self, *args, **kwargs)
  File "/home/runout/projects/scratch/venv/lib/python3.8/site-packages/btalib/indicators/directionalmove.py", line 97, in __init__
    self._pdm = self._smoother(pdm, **smoothargs)
  File "/home/runout/projects/scratch/venv/lib/python3.8/site-packages/btalib/indicator.py", line 152, in __call__
    b_init(self, *args, **kwargs)
  File "/home/runout/projects/scratch/venv/lib/python3.8/site-packages/btalib/indicators/directionalmove.py", line 52, in __init__
    self.o.smacc = _ewm._lfilter(alpha=1.0, beta=(p - 1) / p)
  File "/home/runout/projects/scratch/venv/lib/python3.8/site-packages/btalib/meta/lines.py", line 343, in _lfilter
    return self._apply(_sp_lfilter)  # trigger __getattr__ for _apply
  File "/home/runout/projects/scratch/venv/lib/python3.8/site-packages/btalib/meta/lines.py", line 379, in call_op
    result[self._minidx:] = r = op(*sargs, **kwargs)  # run/store
  File "/home/runout/projects/scratch/venv/lib/python3.8/site-packages/pandas/core/window/rolling.py", line 469, in _apply
    return self._apply_blockwise(homogeneous_func, name)
  File "/home/runout/projects/scratch/venv/lib/python3.8/site-packages/pandas/core/window/rolling.py", line 384, in _apply_blockwise
    return self._apply_series(homogeneous_func, name)
  File "/home/runout/projects/scratch/venv/lib/python3.8/site-packages/pandas/core/window/rolling.py", line 373, in _apply_series
    result = homogeneous_func(values)
  File "/home/runout/projects/scratch/venv/lib/python3.8/site-packages/pandas/core/window/rolling.py", line 461, in homogeneous_func
    result = calc(values)
  File "/home/runout/projects/scratch/venv/lib/python3.8/site-packages/pandas/core/window/rolling.py", line 455, in calc
    return func(x, start, end, min_periods)
TypeError: _sp_lfilter() takes 1 positional argument but 4 were given

                And now I have your error.

                And just to triple check, if I revert pandas to 1.0.4

                >>> import btalib
>>> btalib.__version__
'1.0.0'
>>> import pandas as pd
>>> pd.__version__
'1.0.4'
>>> df = pd.read_csv("data/2006-day-001.txt", parse_dates=True, index_col='Date')
>>> adx = btalib.ADX(df).df
>>> print(f"ADX: \n{adx.tail()}")
ADX: 
                  adx
Date                 
2006-12-21  18.249594
2006-12-22  17.009876
2006-12-27  16.336722
2006-12-28  15.879341
2006-12-29  15.302485
>>>

                Try installing an older version of pandas and see if that helps.

                RunBacktest.com

                randietrades 1 Reply Last reply Reply Quote 1
                • randietrades
                  randietrades @run-out last edited by

                  @run-out Thanks again for responding 👍🏼

                  I tried pandas v1.0.4 (the version that worked for you), but some other error came up 🤨 This time the error looks like it's in numpy- what version of numpy is installed in your venv? Mine is v1.20.1.

                  Here's my output:

                  (sandbox) 11:47 • screener • master • d5822cb ✗
❯ python
Python 3.8.8 (default, Feb 24 2021, 13:46:16)
[Clang 10.0.0 ] :: Anaconda, Inc. on darwin
Type "help", "copyright", "credits" or "license" for more information.
>>> import btalib
>>> btalib.__version__
'1.0.0'
>>> import pandas as pd
>>> pd.__version__
'1.0.4'
>>> df = pd.read_csv("data/tickers/AMD.csv", parse_dates=True, index_col='Date')
>>> adx = btalib.ADX(df).df
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/indicator.py", line 152, in __call__
    b_init(self, *args, **kwargs)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/indicators/directionalmove.py", line 92, in __init__
    upmove = self.i.high.diff(periods=self.p._period)  # can apply diff
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/btalib/meta/lines.py", line 140, in real_standard_op
    result = pd.Series(np.nan, index=self._series.index)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/pandas/core/series.py", line 305, in __init__
    data = sanitize_array(data, index, dtype, copy, raise_cast_failure=True)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/pandas/core/construction.py", line 465, in sanitize_array
    subarr = construct_1d_arraylike_from_scalar(value, len(index), dtype)
  File "/opt/anaconda3/envs/sandbox/lib/python3.8/site-packages/pandas/core/dtypes/cast.py", line 1452, in construct_1d_arraylike_from_scalar
    subarr = np.empty(length, dtype=dtype)
TypeError: Cannot interpret '<attribute 'dtype' of 'numpy.generic' objects>' as a data type
                  1 Reply Last reply Reply Quote 0
                  • randietrades
                    randietrades last edited by

                    @run-out I found the library version incompatibility! I was running with numpy v1.20.1, the latest version. I installed an older version, the version of numpy available right around when btalib v1.0.0 was released, numpy v1.18.2. It worked 🙌🏼 So that means bta-lib needs to be updated to work with the latest versions of pandas and numpy.

                    Thanks again for taking the time to work this out with me 👍🏼🌷

                    Here's my output now:

                    (sandbox) 13:13 • screener • master • d5822cb ✗
❯ python bta-adx.py
numpy v1.18.2
pandas v1.0.4
btalib v1.0.0
                 Open       High        Low  ...    Volume        rsi        adx
Date                                         ...
2021-03-22  79.989998  81.269997  79.220001  ...  39648600  44.939105  26.393616
2021-03-23  80.129997  80.339996  77.949997  ...  40466600  41.737588  26.112061
2021-03-24  77.550003  78.800003  76.400002  ...  43753600  38.792404  26.252038
2021-03-25  75.849998  76.949997  74.959999  ...  44735100  38.393151  26.729348
2021-03-26  76.620003  77.500000  75.029999  ...  49109400  41.367524  26.915669

[5 rows x 8 columns]
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